Heat the oil in a large skillet over medium heat. Add the onion and cook, stirring occasionally, until soft, about 5 minutes. Add the peppers, garlic and marjoram and continue to cook until the peppers are tender, about 5 minutes. Add the meat, increase the heat to medium-high and cook, breaking the meat up, until no longer pink, about 5 minutes.
Spoon off any excess fat from the pan and discard. Add the tomato sauce, sugar, Worcestershire, mustard, vinegar and 1/2 cup of water and stir to combine. Bring to a simmer, cover and cook until the flavors have blended and the sauce has thickened slightly, 15 to 20 minutes. (If the mixture appears to be too dry add up to 1/4 cup additional water.) Season with the salt and pepper.
Serve the beef mixture on toasted hamburger buns topped with shredded Cheddar and pickle chips.
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