Place yogurt and feta in the bowl of a food processor with horseradish, lemon zest and juice, garlic, pepper and oregano. Process into a smooth sauce.
Layer sub rolls with meat topped with sliced tomato, onions, cucumber, hot peppers, parsley or cress. Slather roll tops with lots of sauce and set into place. Cut subs in half and serve.
Note: To serve with sliced steak rather than deli roast beef, bring a 1 1/2-pound piece of flank steak to room temp and pat dry. Season steak liberally with Kosher or sea salt and coarse black pepper; drizzle with olive or vegetable oil. Cook 10 minutes turning once on hot cast iron pan or griddle over medium-high heat. Let meat rest then slice on angle very thinly against the grain.