1. Place steak in a shallow dish and coat each side evenly with the Worcester sauce and salt and pepper. Cover, and refrigerate at least 30 minutes.
2. Heat grill or grill pan over medium-high heat. Coat with cooking spray and grill marinated steak about 8 minutes on each side (medium rare) or until steak has achieved desired state of doneness. Remove steak to a cutting board, cover loosely with foil and let sit 10 minutes before slicing.Sauce
3. In a saucepan over medium-low heat, combine the blue cheese, mayonnaise and sour cream. Stir until melted and smooth, about 6 minutes.
4. Meanwhile, cut each of the four hoagie rolls horizontally and place 2 leaves of arugula into each one. Slice steak against the grain into very thin slices. Put 1/4 of slices into each sandwich and top with 1/4 of the cheese mixture. Serve warm.