Heat oven to 200C/180C fan/gas 6. Space the meatballs in a baking tray and squash each slightly with the palm of your hand. Roast for 15 mins until cooked through, then press some cheese into the top of each. Put back in the oven for 20 secs-1 min until the cheese starts to melt.
Meanwhile, split the rolls in half and very lightly toast. Spread each half with a little barbecue sauce, then top each with a cheesy meatball, some onion and some cornichon. Skewer with a cocktail stick or mini skewer to hold everything together.