01 - Preheat oven to 400°F. Line a baking sheet with parchment paper.
02 - In a skillet over medium heat, sauté diced onion until translucent, about 3 minutes. Add ground beef, garlic powder, salt, and pepper. Cook until meat is browned, then drain excess fat.
03 - Stir in ketchup, yellow mustard, Worcestershire sauce, and chopped pickle. Mix thoroughly, remove skillet from heat, and let filling cool slightly.
04 - Flatten each biscuit round on a clean surface. Place 1 tablespoon beef mixture and 1/2 tablespoon shredded cheddar in the center. Top each with a mozzarella cube.
05 - Gently fold dough around the fillings, pinching edges tightly to seal and form a ball. Arrange on prepared baking sheet with seam side down.
06 - Brush each assembled bomb lightly with beaten egg. Sprinkle with sesame seeds.
07 - Bake in preheated oven for 15 to 18 minutes, or until pastry is golden brown.
08 - Allow bombs to cool briefly before serving. Accompany with your choice of dipping sauces.