You want it hot off the grill. Once the sub roll gets soggy, well, it's over for us. That's why we hang our hats at Cosmo's, a mighty hole-in-the-wall where the cheese-steak sub is a handful but, once cut in half, fits neatly in the hand. Consider the beef: top quality, flavorful, no fat or gristle, a full inch of thin-shaved protein. Take the cheese: thin-sliced provolone oozing down through the layers of meat. And the roll: toasted to resist sogginess. Lettuce, tomato, mayo, onions fried until sweet. You can get hot peppers, but we recommend you request they be added with a light hand. For dessert, Cosmo's also makes a mean baklava.