Preheat the oven to 375 degrees and line a baking sheet with parchment paper.
In a mixing bowl, combine the ground beef, egg, onion, half the cheddar cheese, diced pickles, ketchup, mustard, salt, and pepper. Mix gently with your hands until just combined.
Divide the mixture into four equal portions and shape each into a small loaf about 3 inches long.
Place the loaves on the prepared baking sheet and bake for 20 minutes.
Remove the sheet from the oven, sprinkle the remaining cheese over each loaf, and top each with two pickle slices.
Return to the oven and bake for 5 more minutes until the cheese melts and the internal temperature reaches 160 degrees.