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Step 1
Preheat the broiler. Remove the rolls from the packaging in one piece. With a serrated knife cut crosswise through the all of the rolls at once, to divide the top half from the bottom (keeping the sides of the rolls intact). Place both halves cut-side up on a sheet tray and broil for 2 minutes until lightly toasted. (If using slider rolls, separate the tops from the bottoms and place cut side up on the sheet tray, sides touching; broil as instructed). Set aside.
Step 2
Heat the vegetable oil in a large skillet over medium heat. Add the onion and cook for 3 minutes until just slightly softened. Add the ground sirloin and cook, breaking up into small pieces with a wooden spoon. Increase the heat to medium-high. Add the Worcestershire sauce, salt, and black pepper, and stir well to combine. Cook until the beef is no longer pink and the liquid from the pan has almost fully evaporated, about 8 minutes. Remove from the heat.
Step 3
Preheat the oven to 375˚. In a small bowl, mix together the mayonnaise, ketchup, and mustard.
Step 4
Spread the cut sides of the rolls with the mayonnaise mixture, then sprinkle with half of the cheese in an even layer. Layer the meat mixture over the cheese, then top with the remaining cheese and the pickles. Cover with the top half of the rolls.
Step 5
Brush the tops of the rolls all over with olive oil and sprinkle with everything bagel seasoning. Bake for 10 to 12 minutes or until the cheese is melty and the tops of the rolls are golden and toasted. Pull sliders apart and serve warm.