How To Bake In a large skillet over medium heat, melt the butter. Add the onions and sauté, stirring occasionally, for about 12-15 minutes until the onions are soft and browned. Add salt and pepper; stir to combine. Take off the heat and set aside. Preheat the oven to 350°F. Spray a baking dish with nonstick cooking spray. Split the cooked biscuits in half separating the bottoms from the tops and place the bottom halves in a baking pan. Top each biscuit bottom with a half a slice of cheese, a slice of roast beef, cooked onions, and another half slice of cheese. Place the remaining half biscuit on top. Cover the baking pan with foil and bake for 10 minutes or until the cheese is melted. While the sandwiches are baking, prepare the au jus by placing all the ingredients in a small pot. Stir to combine. Bring the mixture to a boil over medium heat and boil for 1 minute. Reduce the heat to low and let it simmer for 5 minutes or until the sandwiches are finished baking. Remove the thyme stems and serve in small bowls for dipping. Serve the sandwiches with a side of au jus and an optional garnish of parsley and horseradish sauce. Enjoy!