Preheat your oven to 350°F (175°C). Line a baking sheet with parchment paper or a silicone mat. Divide the shredded cheddar cheese into about 6 equal piles on the prepared baking sheet. Leave some space between them. Flatten each pile slightly into roughly 5-6 inch circles.
Bake for 6-8 minutes, or until the edges are golden brown and bubbly, and the cheese has melted into solid rounds. Let them cool on the baking sheet for just a minute or two until they are firm enough to handle but still pliable.
While the cheese is baking, heat a skillet over medium-high heat. Add the ground beef and the finely chopped onion. Cook, breaking up the meat with a spoon, until the beef is browned and the onion is softened. Drain off any excess grease.
Stir in the 2 tbsp dill pickle relish and the Worcestershire sauce. Cook for another minute, just to warm through and combine the flavors. Set aside.
In a small bowl, whisk together the mayonnaise, 1 tbsp dill pickle relish, sugar-free ketchup, and Swerve confectioner's sugar substitute until smooth and well combined. Taste and adjust if needed.
Lay one of the cooled (but still flexible!) cheese rounds flat. Spread a thin layer of the Big Mac sauce over the entire surface.
Place a small amount of the shredded lettuce in a line across the center of the cheese round.
Spoon a portion of the cooked ground beef mixture over the lettuce.
Carefully, starting from one side, roll up the cheese round tightly, tucking in the filling as you go, just like you would a tortilla or a spring roll.
Repeat with the remaining cheese rounds and filling. You might have extra sauce for dipping.
Serve the roll-ups immediately, perhaps with extra sauce for dipping.