Thaw rolls: Place your rolls onto a parchment paper-lined pan and cover them lightly with a towel. Allow the bread to thaw and rise about halfway.
Make filling: Prep the onions and get them chopped into small pieces. If you are using fresh garlic, mince that as well, don't forget the pickles too, get those diced into small pieces if you are including those in this recipe. Get the bacon cooked and chopped too if you are using fresh bacon.
Start cooking the ground beef, chopped onions, and minced garlic in a pan over medium heat until the meat is no longer pink. Add in the seasoning salt and Worcestershire sauce until combined. Add in the shredded cheese, softened cream cheese, cooked and chopped bacon, chopped pickles, ketchup, and Dijon mustard. Stir until well mixed.
Assemble: After the meat is cooked and ready, flatten the rolls one at a time into a circle. Spoon a heaping tablespoon of the meat filling into the center of the flattened dough. Pinch up the dough's sides and roll it up and over the meaty filling, pinch the seams to seal the sides well. Make sure to shape them into a ball.
Place the rolls onto a parchment lined baking sheet and repeat until all rolls have been stuffed. Whip up the egg wash and brush the top of each roll with it and sprinkle on the sesame seeds. Let them rise on the counter for 15 minutes.
Bake: Preheat the oven to 375 degrees F. Place the rolls with burger mixture into the preheated oven and bake for 20 minutes or until golden brown.
While the rolls are baking, prepare the sauce by mixing all the ingredients together in a bowl until well mixed. Let the rolls cool for 5 minutes, then serve with the dipping sauce and enjoy.