Preheat the oven to 425°F. Prepare a 10×15″ nonstick rimmed baking sheet.
Cut onion in half, and shred each half on the large holes of a box grater. Squeeze out excess moisture between paper towels, and spread evenly onto the prepared baking sheet.
In a large bowl, combine the ground beef, salt, pepper, Worcestershire sauce. Mix well to combine.
Press ground beef mixture onto the sheet pan on top of the grated onion.
Arrange bacon on top of ground beef, with the strips slightly overlapping.
Bake for 30 minutes, or until the beef is cooked through and the bacon is mostly cooked through. Remove from oven and carefully drain excess grease or soak up with paper towel. Return to oven and broil for about 5 minutes until the bacon is crisp.
Turn off heat. Arrange cheese on top of burgers and return to warm oven for 1-2 minutes until melted.
Meanwhile, prepare burger sauce. Mix together mayonnaise, hot sauce, and thousand island dressing, until combined. Set aside.
Separate bottom and top halves of slider potato rolls. Arrange the bottom halves onto a serving tray or baking sheet and carefully transfer the sheet pan burger onto the rolls, using tongs or two spatulas. Top each individual burger with lettuce, tomatoes, and pickles. Drizzle burger sauce across the entire sheet of burgers. Add top halves of buns.
Cut into 12 individual burgers. Serve.