Saute the onions in a large skillet with vegetable oil.
Add ground venison and brown.
While it's browning, stir in salt, pepper, and Worcestershire sauce. Continue cooking until all the liquid is cooked out.
Once the meat is cooked through, remove it from the heat to cool slightly and then stir in the mayonnaise.
Lightly grease a 9x13 baking dish.
Slice the rolls in half and place the bottom half in the baking dish.
Top the bottom half with cheese slices, then ground venison, then slices of cheese in a single layer. Finally, place the top half of the rolls on top.
Brush the tops with melted butter and sprinkle with sesame seeds.
Bake for 10-15 minutes. The tops should be browned, and the cheese melted.
Notes
See the step-by-step images in the post if needed.You can substitute the venison for ground beef. Just be sure to drain any excess grease before adding to the sliders.