Don't separate the buns individually. Slice the buns in half creating a top sheet and a bottom sheet. Lightly toast the buns to golden brown.
Mix together the ground beef, steak seasoning, and Worcestershire sauce, season generously with salt and pepper. Portion the beef evenly into small patties to fit the buns.
Preheat a cast iron skillet or non-stick pan over medium heat. Once hot add the oil and onions. Saute until they start to soften and turn golden brown then spread them out onto the bottom layer of slider buns. Place the sliders into the pan (in batches if needed). Cook on both sides for about 1 minute per side.
Place the burgers onto the bottom sheet of buns and top with cheese. Place underneath the oven broiler to melt. Once melted top with pickles, and top bun sheet.
Portion and serve with ketchup or your choice of condiment on the side for dipping.