Preheat the oven to 375 degrees. Line two baking sheets with parchment paper.
Heat a large skillet over medium high heat. Add the ground beef, onion and garlic and cook until the beef is browned. Drain any excess grease.
In a medium bowl, whisk together the ketchup, mayo, mustard, Worcestershire sauce, parsley, paprika, salt and pepper. Set aside.
Once the beef is cooked, reduce the heat to low and add in the ketchup mixture, stirring until all of the meat is coated.
Meanwhile, roll out each of the biscuits until it is ¼ inch thick.
Add 2 tablespoons of the meat mixture into the center of each biscuit. Top with a cube of cheese and wrap the biscuit dough around the mixture into a ball, pinching to seal the seams together.
Repeat with remaining biscuit and meat mixture, placing 1 inch apart on the prepared baking sheets.
Brush the beaten egg over the tops of each biscuit ball and sprinkle with sesame seeds.
Bake for 15 minutes or until the tops of each bomb is lightly golden. Allow to cool slightly before serving as the cheese is near bubbling when they first come out of the oven.
Optional: stir together additional ketchup, mayo and mustard to create as a dipping sauce.