First, cook your bacon slices in a skillet until they are nice and crispy. Let them cool, then crumble them into small pieces. In a large bowl, gently mix the ground beef, crumbled bacon, Panko bread crumbs, and milk. In a separate small bowl, whisk the egg, diced onion, minced garlic, Worcestershire sauce, Dijon mustard, and all the spices. Pour this wet mixture over the meat and combine everything gently with your hands.
Now for the best part! Take a portion of the meat mixture (about 2-3 tablespoons) and flatten it in your palm. Place a cube of cheddar cheese in the center. Carefully wrap the meat around the cheese, ensuring it’s completely sealed. Roll it between your palms to form a smooth, round ball. Repeat this process until all the meat mixture and cheese are used.
You can either bake or pan-fry these meatballs. For baking, preheat your oven to 400°F (200°C) and arrange the meatballs on a parchment-lined baking sheet. Bake for 20-25 minutes until cooked through. To pan-fry, heat a little oil in a skillet over medium heat and cook the meatballs for 8-10 minutes, turning them often until they are browned on all sides.
While the meatballs are cooking, you can quickly make the sauce. In a small bowl, combine the mayonnaise, ketchup, yellow mustard, sweet pickle relish, white vinegar, and a pinch of cayenne if you like. Whisk everything together until the sauce is smooth and creamy. You can make this ahead and keep it chilled in the refrigerator.