Preheat the oven to 375°F and line a baking sheet with parchment paper.
Prepare the stuffing by combining the mix with the water in a bowl, then set it aside to absorb.
In a large mixing bowl, combine the ground beef, egg, onion, half the Swiss cheese, mushrooms, salt, and pepper. Mix gently until just combined.
Divide the meat mixture into four equal portions. Flatten each portion, add a spoonful of prepared stuffing in the center, and shape the meat around it to form a mini loaf.
Place the loaves on the baking sheet and top each with the remaining Swiss cheese.
Bake for 25 to 30 minutes until the internal temperature reaches 160°F and the cheese has melted and browned slightly.