Heat vegetable oil in a large cast iron skillet over medium heat. Add ground beef and cook until beef has browned, about 3-5 minutes, making sure to crumble the beef as it cooks. Add onion and Worcestershire sauce. Cook, stirring occasionally, until tender, about 2-3 minutes; season with salt and pepper, to taste.
Lightly oil a baking dish or coat with nonstick spray. Place bottom half of dinner rolls onto the prepared baking dish and sprinkle with half the cheese, about 3/4 cup.
Top with ground beef in an even layer, pressing lightly. Sprinkle with pickles and remaining cheese.
Place top half of dinner rolls, cut-side down, on top. Brush tops of dinner rolls with egg white; sprinkle with sesame seeds.
Place into oven and bake until golden brown and the cheese has melted, about 12-14 minutes. Let stand 5 minutes.
Use 90/10. Using 90/10 ground beef will avoid overly greasy sliders (and the bottom buns from becoming soggy). You can also skip the hassle of draining the meat.
Avoid overcooking the beef. Lean beef can dry out faster. Stir in a moisture booster (such as Worcestershire) and avoid overcooking the beef to keep the sliders juicy and tender.
Keep the rolls connected. Slice the rolls horizontally to create a top layer and a bottom layer. The connected rolls will allow for easy layering, an even bake, and compact and neat sliders for serving.
Build a cheese barrier. Add half the cheese on the bottom buns before adding the ground beef to stop any moisture from the meat.
Reheat in the oven. Leftover sliders can be soggy when reheated in the microwave. For best results with leftovers, reheat in the oven at 350°F until warmed through.