Preheat the oven to 350 degrees F.
In a bowl, combine the ground beef, egg, breadcrumbs, garlic powder, salt and pepper. Mix until just combined. Do not overmix! Form the mixture into meatballs about 1.5 to 2 inches in size - roughly the size of a golf ball.
Take the cheddar cheese cubes and stick one inside each meatball, forming the beef around it, sealing it so the cheese stays inside. Repeat with remaining meatballs.
Heat the olive oil in a large oven-safe skillet over medium heat. Add the meatballs in a single layer and brown on all sides, cooking for about 5 minutes total. If there is a lot of excess grease, you can remove the grease with a spoon. Do not worry if some of the cheese spills out!
Place the skillet in the oven and cook for 10 minutes. Remove the skillet and cover the meatballs with the grated cheese. Return the skillet to the oven for 1 to 2 minutes, just until the cheese melts.
Serve the meatballs immediately with the lettuce, tomatoes, pickles and special sauce!