In a bowl, mix mayo, lemon zest, lemon juice, chives, horseradish, salt and pepper. Mix well and place in fridge. Next, add all of your sliced onions to a bowl and cover with whole milk. In a bowl, mix together all purpose flour, salt, pepper, garlic powder and paprika. Take a handful of your onions and let the excess milk drip off. Then add it to your flour mixture and toss to coat evenly. Heat your frying oil to 350f and fry your onions in batches for 4-5 minutes or until crispy and golden brown. Then remove to paper towel lined plate and season with salt. Next, season your ribeyes generously with salt and pepper on both sides. Heat a cast iron skillet over medium high heat. Once ripping hot, add your oil and add your ribeyes. Press firmly into pan and let sear for 2-3 minutes. Then flip and move your steaks to one side of the pan. Then add your butter, thyme, rosemary and garlic. Once your butter is melted, baste your steaks until they reach 125f. Then remove to a wire lined sheet tray and let rest for at least 10 minutes. To assemble: On the bottom layer of your rolls, add a generous spoonful of horseradish mayo. Then your sliced ribeye and cheddar cheese. Melt the cheese using a broiler or kitchen torch. Then add your fried onions, arugula and more sauce. Add the top rolls, slice and enjoy!