Prepare the Filling: Heat olive oil in a skillet over medium heat. Add chopped onion and sauté until soft and translucent (3–4 minutes). Add the ground beef to the skillet. Break it up with a spatula and cook until browned. Drain excess fat. Add salt, pepper, garlic powder, Worcestershire sauce, ketchup or BBQ sauce (if using), and smoked paprika. Stir well. Let simmer for 2–3 minutes, then remove from heat and let cool slightly. Once the beef mixture is warm (not hot), stir in half the shredded cheese or set aside cheese cubes for stuffing later.
Prepare the Dough: In a small bowl, combine warm water, yeast, and sugar. Let it sit for 5–10 minutes until frothy. In a large bowl, mix flour and salt. Add yeast mixture and olive oil. Stir until dough forms. Knead for 5–7 minutes until smooth. Cover with a damp towel and let rise for 30 minutes in a warm place. Alternatively, open the biscuit or pizza dough and divide into 8–12 pieces, depending on your desired bomb size.
Assemble the Cheeseburger Bombs: Preheat your oven to 200°C (400°F). Line a baking sheet with parchment. Lightly flour your work surface. Roll out each dough piece into a 4-inch circle. Spoon 1–2 tbsp of filling into the center. Add a cube of cheese if not already mixed in. Pinch edges together to seal the filling inside completely. Roll into a ball shape. Place seam side down on the baking tray.
Add Garlic Parmesan Coating: Mix melted butter, minced garlic, and parsley in a small bowl. Brush each bomb generously with garlic butter. Sprinkle with parmesan cheese and optional red pepper flakes or Italian seasoning.
Bake or Air Fry: In the Oven: Bake at 200°C (400°F) for 15–18 minutes, or until golden brown. Optional: Brush with more garlic butter after baking. In the Air Fryer: Preheat to 180°C (360°F). Place bombs in batches with space between. Air fry for 10–12 minutes until golden and crispy.