Preheat oven to 375°F. Coat a loaf pan with cooking spray. Pulse onion,mushrooms and garlic in a food processor until finely chopped.(Or finely chop them with a knife.) Heat oil in a large nonstick skillet over medium-high heat.
Add the vegetables and cook,stirring occasionally,until tender and most of the liquid has evaporated (5 to 10 minutes). Transfer to a large bowl and let cool for 10 minutes. Finely chop 2 slices cooked bacon and add to the bowl with the vegetables.
Add 3 tablespoons ketchup, relish and Worcestershire. Stir to combine. Stir in egg and breadcrumbs. Add ground beef and with clean hands gently knead the vegetable mixture into the meat. Do not overmix. Pat the meat mixture into a loaf shape.
Place in loaf pan. Spread the remaining 2 tablespoons ketchup on top. Sprinkle cheese down the middle and place the remaining 2 slices of bacon on each side of the cheese. Bake the meatloaf for an hour. Let rest for 10 minutes before slicing.