Preheat oven to 400° F. In a large bowl combine ground beef, egg, Worcestershire sauce, 1/4 cup barbecue sauce, panko bread crumbs, dash of salt and pepper, and cheddar cheese cubes. Mix until just combined.
Divide mixture into 4 equal pieces and shape into loaves. Place loaves on a foil-lined baking sheet. Spread remaining barbecue sauce over each loaf. Bake for 20 minutes or until no longer pink in the center. Serve and enjoy!