Season steak with salt and pepper.
Heat olive oil in a pan. Cook steak to medium-well. Set aside and rest.
Melt butter in the same pan.
Add onions and bell peppers. Sautee until onions are translucent then take off the heat.
Carve the steak into thin slices then toss in with the onions and peppers.
Season with Worcestershire sauce, salt, and pepper. Leave to cool slightly.
Take a sheet of egg roll wrapper. Fill with the beef mixture and about 2 tablespoons of cheese.
Roll tightly from edge to edge, tucking in the sides.
Heat oil in a pan. Fry egg rolls until golden.
Drain excess oil on paper towels.