Preheat the Oven: Set the oven to 350°F (177°C). Line a baking dish or sheet pan with parchment paper or aluminum foil (sprayed with oil). Tip: For slightly crispy, buttery bottoms, spread a thin layer of soft butter directly on the pan.
Prepare the Ground Beef Mixture: In a large skillet, heat the olive oil over medium-high heat. Add the chopped onion and sauté for 5-6 minutes, stirring occasionally, until golden brown. Incorporate the ground beef, breaking it apart with a spatula, and cook until most of the pink is gone, about 3 minutes. Turn off the heat. Tip: Shift the mixture to one side of the skillet, tilt it toward you, and spoon off any excess grease to avoid soggy sliders (or blot with a paper towel). Stir in the mayonnaise, BBQ sauce, and seasonings. Taste and adjust the seasonings as desired.
Assemble the Sliders: Slice the rolls in half horizontally, keeping them intact (do not separate). On the bottom half, lay down slices of cheese to cover, then add the beef mixture on top, followed by another layer of cheese slices. Place the top half of the rolls back on. The final layers from bottom to top should be: bottom half of rolls, cheese, beef, cheese, and top half of rolls.
Glaze, Bake, and Serve: In a small microwave-safe bowl, combine the butter, Dijon mustard, and brown sugar. Microwave for 25 seconds, then stir well to mix. Brush the glaze over the tops of the rolls and immediately sprinkle on sesame seeds to adhere. Place the rolls on the prepared pan. Bake in the preheated oven, uncovered, for 12-15 minutes. Remove from the oven, slice into individual sliders along the roll lines with a serrated knife, and serve hot.