Combine the mayonnaise, chili sauce and hot sauce in a small bowl; refrigerate until ready to use.
Preheat the broiler. Heat the vegetable oil in a large nonstick skillet over medium-high heat. Add the onion and ground beef and season with 1 1/2 teaspoons salt and a few grinds of pepper; cook, stirring occasionally, until browned, 5 to 7 minutes. Remove from the heat and stir in the pickles.
Split the whole pack of attached dinner rolls in half horizontally. Place the top and bottom halves cut-side up on a baking sheet. Broil until toasted, 1 to 3 minutes. Remove from the oven and preheat to 400 degrees F.
Spread the cut sides of both bread pieces with the spicy mayonnaise. Spread the beef mixture on the bottom bread piece in a thick even layer; top with the cheese. Cover with the top bread piece. Bake until the bread is toasted and the cheese is melted, 10 to 12 minutes.