Mix beef, egg, catsup, cheese, onion, salt and pepper. Blend lightly but well. Shape meat into roll about 3 inches in diameter and place on bacon slices.
Wrap bacon slices around meat roll and secure with toothpicks. Place roll in shallow pan and bake at 350 for 45 minutes. To serve, slice between bacon slices and arrange on toasted hamburger buns. Garnish as desired. Makes 6 servings.