Preheat the grill to medium-high heat. Take an 8-ounce block of cheddar cheese and cut it in half. Take one of the halves and cut it into 6 equal slices. Set aside.
In a large bowl, combine the ground beef, bread crumbs, egg, seasoned salt, garlic powder, Worcestershire sauce, and 2 tablespoons of Stubb's Bar-B-Q Sauce. Use a fork to get everything stirred together well. Divide the meat mixture into 6 equal amounts. One at a time, take the portion of meat and form it into an elongated patty. Place one slice of cheese in the middle and form the meat around it, being sure to seal the cheese in completely. Reshape the meat into an elongated patty.
Place a large piece of aluminum foil over one side of the grill and reduce the heat on that side to low. Place the mini loaves on the foil and cook for about 15 minutes. Baste each of the mini loaves with more bar-b-q sauce and cook for 10 to 15 minutes more or until the juices run clear and the meat is cooked through.