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Lay the flank steak on a cutting board between sheets of plastic wrap. Pound the meat to an even 1/4-inch thickness with a meat pounder or scaloppini pounder.
Discard the top piece of plastic wrap. Brush the meat (the side facing up) with the Worcestershire sauce, then season with the oregano and Traeger Prime Rib Rub. Distribute the cheese over the surface of the meat, starting with the long side closest to you; leave 2 inches on the opposite side free of cheese and other toppings.
Evenly distribute the sausage strips, spinach leaves, bell pepper strips, and carrot strips on the meat, aligning them in rows parallel to the long side nearest you. Roll the steak up like a tight jelly roll. Secure it with toothpicks. Trim off any scraggly ends, if desired. Tie the meat roll with butcher’s string at 2-inch intervals.
Remove the toothpicks. Oil the outside of the meat with olive oil, then season it with Traeger Prime Rib Rub. Enclose the roll in a large piece of heavy duty aluminum foil and twist the ends to close. Use a knife to make a few shallow holes so the steam can escape.
When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 325 degrees F. Arrange the foil-covered roll directly on the grill grate and roast until the meat is very tender, 2 to 2-1/2 hours (the internal temperature when read on an instant-read meat thermometer should be 180 degrees).
Transfer the roll to a cutting board and let rest for several minutes. Remove the foil and the strings before slicing the meat crosswise into 1/2-inch thick slices. Enjoy!