In a small saucepan, combine the beef consommé, Worcestershire sauce, and dried thyme over medium heat; bring to a simmer, then reduce to low to maintain temperature.
Spread butter evenly across one side of each sourdough bread slice.
Place two slices of bread, butter-side down, into a large non-stick skillet over medium-low heat.
Layer one slice of provolone onto each piece of bread in the skillet, followed by equal portions of roast beef and caramelized onions.
Place the remaining provolone slices over the beef and top with the remaining sourdough slices, butter-side facing up.
Increase heat to medium and grill for 3 to 4 minutes until the bottom slice is golden brown and crisp.
Carefully flip each sandwich using a wide spatula.
Continue grilling for an additional 3 minutes or until the cheese is completely melted and the bread is evenly toasted.
Remove sandwiches from heat and allow to rest for 60 seconds before slicing diagonally.
Transfer the warm au jus to individual ramekins and serve immediately with the sandwiches.