Place split deli rolls on baking sheet, brush with 4 tablespoons melted butter and lightly toast in 425 degree oven.
Melt 2 tablespoons of the butter and the 2 tablespoons of olive oil in large skillet over medium high heat. Add onions and cook until translucent. Add bell peppers, garlic, Worchestershire sauce, balsamic vinegar and season to taste with salt, pepper and cayenne. Simmer until vegetables are tender.
Evenly divide cooked vegetables on one side of each roll then top with roasted red peppers.
Top with grated cheese and bake at 425 degrees 5-8 minutes or until cheese is melted and lightly browned.