01 - Preheat oven to 400°F (200°C). Line a baking sheet with parchment paper.
02 - In a skillet over medium heat, cook the diced onion until translucent, about 3 minutes. Add ground beef, garlic powder, salt, and pepper. Cook until beef is browned, then drain excess fat.
03 - Stir in ketchup, yellow mustard, Worcestershire sauce, and chopped pickles. Remove skillet from heat and allow mixture to cool slightly.
04 - Flatten each biscuit round. Place 1 tablespoon of the beef mixture and 1/2 tablespoon shredded cheddar cheese in the center. Top with a cube of mozzarella cheese.
05 - Fold dough around the fillings and pinch edges to seal, forming a smooth ball. Position seam side down on prepared baking sheet.
06 - Brush each assembled bomb with beaten egg and sprinkle sesame seeds over the top.
07 - Bake in the center of the oven for 15 to 18 minutes, or until the surface is golden brown.
08 - Let cool slightly before serving. Offer with burger sauces for dipping as desired.