Finger steaks are a Boise specialty that barely exists outside the Treasure Valley, and as a sandwich they are a frying problem before they are a bread problem. Strips of beef are cut into fingers, battered, and deep-fried, then served in a basket or, in the sandwich form, piled onto bread with cocktail sauce. The defining decision is treating steak the way the rest of the country treats chicken or fish: encased in a fried batter rather than seared open. That single move is the whole identity. A seared strip of beef is a different food; the batter shell is what makes a finger steak a finger steak, and it is the structural element the bread has to be chosen around.
The craft is in keeping that shell crisp inside a closed sandwich, which is the constraint every fried-protein build runs into. The beef is cut thin enough to cook through before the batter darkens too far but thick enough to stay juicy inside its coating, and it is fried hot so the crust sets fast rather than going greasy. The bread is kept plain and soft on purpose, a roll or sliced bread that yields to the load instead of competing with it, because a crusty loaf would fight a delicate fried surface and win. The cocktail sauce is doing the work tartar does on a fish sandwich: a cold, sharp, tomato-and-horseradish bind that cuts the fried fat and supplies the only acid in an otherwise rich build. The trip from fryer to hand has to be short, since the shell starts steaming itself soft from the meat's own heat the moment it is stacked and closed, and a finger steak sandwich that sat is a finger steak sandwich that lost the one thing it is about. This is basket food adapted to bread, and the adaptation only works if the batter is still crisp on the first bite.
It belongs to the dense regional-specialty map, a build tied so tightly to one place it stays there on purpose, which is its own article rather than being crowded in here.