Prepare a charcoal, electric or gas grill for direct grilling over medium heat. Add onions to grill.
Drizzle the steak with Worcestershire sauce and sprinkle with garlic powder, and salt/pepper to taste. Grill steak until desired doneness, turning once halfway through grilling.
*Allow about 17 to 20 minutes for medium rare.
Remove the onions from the grill and transfer the steaks to a cutting board. Carefully slice the steak into thin strips.
Assemble sliders by adding about 1 teaspoon of mayonnaise to each slider bun, and placing the steak on bottom portion of slider bun, followed by onions and blue cheese crumbles.