Heat the oil in a deep skillet to about 350°F, or preheat an air fryer to 380°F.
Brown the ground beef with the onion in a large skillet over medium-high heat, breaking it up as it cooks.
Drain excess fat. Stir in garlic, salt, and pepper; cook 30 seconds until fragrant.
Mix in ketchup, mustard, and Worcestershire. Simmer 1 minute, then fold in pickles and cheddar until the cheese melts. Let cool 5 minutes.
Whisk cornstarch with water to make a thin slurry for sealing.
Lay a wrapper like a diamond. Spoon about 3 tablespoons filling near the lower corner.
Fold bottom over the filling, tuck sides in, and roll up tightly. Brush the tip with slurry to seal.
Repeat with remaining wrappers and filling.
Fry in batches 3–4 minutes, turning, until deeply golden. Drain on a rack or paper towels.
For air fryer: Spray rolls lightly with oil and cook 8–10 minutes, turning halfway, until crisp and browned.