Preheat oven to 425°.
Brown ground beef in a large skillet over high heat, stirring often. When beef is brown, add onion, worcestershire, and seasoning and continue cooking until onion is translucent.
Place beef in a mixing bowl and let cool for 5 minutes. Stir in cheddar and pickles.
Lay out eggroll wrappers on a clean surface. Set one third of a slice of american cheese diagonally across each wrapper. Scoop a scant third of a cup of the beef mixture onto each wrapper and pat into a thick line on top of the cheese.
Viewing the wrapper as a diamond with the filling in a horizontal line, fold the bottom corner up over the filling. Fold the left and right corners in tightly. Thoroughly wet the remaining top corner, then roll up tightly.
Set eggrolls seam side down on a parchment lined baking sheet. Spray generously with olive oil.
Bake at 425° for 18-20 minutes, until crispy and golden brown.
While eggrolls are baking, stir together all ingredients for the dipping sauce.
Serve hot from the oven with dipping sauce.