heat up a little bit of olive oil with chopped onions. (almost all portuguese recipes start like this). when onions are golden add tomatoes (many) add 2 bay leaves, beer, one chili pepper (chopped for extra spicyness), a little meat or sausage for meat flavour, a knorr thingy (either chicken or beef according to what your cooking in the sandwich), and a little smell of a strong drink like whiskey, brandy, port or one you would think would fit. all sauce recipes are a bit different, because some people like different flavours, stronger or less strong, spicy or not so spicy. some like to add a little bit of seafood sauce, wich gives a slightly different taste but works fine for some people (im one of them) :P you have to look out for it not to be to liquid. thats where you could add the cornstarsh to mke it thicker. This provides a quick fix for not getting it right i suppose in terms of thickness.
Choose either a chicken, beef or porf steak. Either is fine and works. Grill it or fry, you choose. Reserve to the side.
Get a Portuguese Linguiça (search here for reference: http://www.foodsubs.com/MeatcureSausage.html) Fry it, maybe with just a little bit of soya sauce, reserve it near the steak.
Get a sausage of your preference. Fresh or wiener, either is used. Fry it, reserve to the side.
Grill a shrimp. Reserve.
Do some :P Your favorite but must retain the sauce.
Get a soup plate. Put a sandwish slice in the bottom. Now put a slice of smoked ham, then cheese, then the steak, then chourição (doubt that you will find it), then the grilled linguiça and sausages.
Now close the sandwich with another slice. Put the shrimp in the middle of the bread. Add cheese slices on the top.
Now put it in the microwave for a time between 30/60s.
Cheese is melted. Put the sauce on top.
Invite me and eat :P
Lookout for ingredients. Its better not to have it than to have one that changes the flavour and might make it bad. And they are hard to find in the states.