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Remove the rolls from the packaging in one piece. With a serrated knife, cut crosswise through all the rolls at once, to divide the top half from the bottom. Place both halves cut-side up on a sheet pan and broil for 2 minutes until lightly toasted. Set aside.
Heat the vegetable oil in a large skillet over medium heat. When the oil is hot, add the onion and cook until just slightly softened, about 3 minutes. Add the ground sirloin and cook, breaking it into small pieces with a wooden spoon. Increase the heat to medium high. Add the Worcestershire sauce, salt and pepper, then stir well to combine. Cook until the beef is no longer pink and the liquid from the skillet has almost fully evaporated, about 8 minutes. Remove from the heat.
Preheat the oven to 375 degrees F.
In a small bowl, mix the mayonnaise, ketchup and mustard.
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. Top with the other half of the rolls.
Thoroughly brush the tops of the rolls with the olive oil and sprinkle with the everything bagel seasoning. Bake until the cheese is melty and the tops of the rolls are golden and toasted, 10 to 12 minutes. Pull the sliders apart and serve warm.
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