Preheat oven to 400°F. Mix all meatball ingredients in a large bowl with your hands until combined. Roll mixture into meatballs, a scant tablespoon each, and place on large, rimmed baking sheet. (Can be made 1 day ahead. Cover and refrigerate.) Bake 9-11 minutes. Meatballs should be browned on the outside and cooked through.
Place warm meatballs in a large bowl. Pour enough sauce over to coat. Line slider rolls with lettuce, place 2-3 meatballs on top along with pickles. Garnish with thinly sliced green onions and sesame seeds, if desired. Meatballs can also be served in lettuce cups without the rolls. Pass remaining sauce separately.
Meatballs can be frozen before or after baking. Freeze in a single layer on a baking sheet. Once frozen, place in a freezer bag for up to 3 months. Thaw before baking.