Heat 1 tablespoon of the oil and the butter in a non stick frying pan over low heat and add the onion and thyme and cook for 10 minutes or until onion is softened and then add the sugar and balsamic vinegar and cook for a further 8-10 minutes till caramilsed.
Heat the remaining oil in a non stick frying pan and cook the steaks for 1-2 minutes per side or until cooked to your liking (better I think to do a little under as it will go under the grill/broiler for a minute or two).
Spread half a tablespoon of the horseradish cream over each baguette half and top with the steak and cheese.
Place under a preheated hot grill/broiler and cook for 2-3 minutes or until cheese is melted and golden.
Top with caramelised onion and rocket, halve each half baquette to serve.