1Preheat oven to 350°F. Line a large baking sheet with parchment paper and set aside.
2Heat oil in a skillet, add ground beef and cook until browned. Add onion and sauté until tender. Stir in Worcestershire sauce, ketchup, mayonnaise, salt, and pepper. Cook for an additional 2 minutes. Remove from heat.
3Place dinner rolls on the baking sheet, slice them in half, and spread the beef mixture over the bottom half. Top with cheddar cheese and pickles. Cover with the top half of the rolls.
4Brush the tops of the rolls with melted butter. Bake for 12-15 minutes until golden brown and cheese is melted. Slice and serve warm.