Preheat a smoker to 250°F. In a mixing bowl, combine the ground beef, egg, breadcrumbs, 1 tablespoon ketchup, 1 teaspoon mustard, Worcestershire sauce, smoked paprika, garlic powder, salt, and black pepper. Mix gently until just combined.
Shape the mixture into four small, evenly sized loaves. Set them on a rack or a smoker-safe tray with space between each one. Smoke until the centers reach 160°F, checking with an instant-read thermometer.
While the meatloaves smoke, cook the bacon in a skillet over medium heat until crisp. Transfer it to a paper towel-lined plate, then break each slice in half.
Grill the pineapple rings until browned and lightly marked on both sides. Let them cool slightly, then cut them into small pieces.
In a bowl, stir together the mayonnaise, apple cider vinegar, honey, remaining 1 tablespoon ketchup, and remaining 2 teaspoons mustard. Add the cabbage and grilled pineapple, then toss to coat.
When the meatloaves reach 160°F, place one cheddar slice on each loaf. Close the smoker briefly, just until the cheese melts. Split the Hawaiian rolls and toast the cut sides if desired.
Place one cheesy meatloaf on each bottom roll. Add two bacon halves and a spoonful of grilled pineapple slaw, then cap with the roll tops. Serve with the remaining slaw.