Preheat the oven to 350 degrees. In a large bowl, combine the ground beef, crushed Ritz crackers, eggs, milk, onion, salt, pepper, and Worcestershire sauce. Mix gently until the ingredients are evenly distributed.
Divide the meat mixture in half. Press one half firmly into the bottom of a loaf pan to form an even base.
Arrange the cheddar cheese cubes in a single layer down the center of the meat base, leaving a small border around the edges.
Place the remaining meat mixture on top and press it down to seal the edges completely so the cheese stays enclosed during baking.
Bake for 60 minutes or until the internal temperature reaches 160 degrees. Remove from the oven and let the loaf rest for 10 minutes before slicing.