Heat oven to 400 degrees F. In a bowl, combine beef, onion, bread crumbs, BBQ sauce, salt and pepper. Gently press mixture into a 9x13? baking pan so that it makes one large patty of even thickness. Use the tines of a fork to poke holes throughout the meat. Bake for 30 minutes.
When the hamburger is fully cooked, the meat will shrink away from the sides and liquid will accumulate around the edges of pan. At this point, remove the pan from oven and carefully drain off the liquid.
Place slices of cheese in a single layer on top of the meat and return pan to oven for about 2-3 minutes or until the cheese starts to melt. Remove from the oven and allow to rest for a few minutes. Cut the meat into 2? squares, making 12 mini bunless burgers. Serve with dill pickle slices and tomatoes. You can also dip the lettuce wrapped burger into ketchup and mustard if you would like!