In a large bow, add egg and milk. Use whisk to mix.
Add cheese, onion, oats, Worcestershire sauce and garlic salt and stir. Add ground beef and mix well.
Shape into eight small loaves and place on non-stick 13-in. x 9-in. x 2-in baking dish.
In a small bowl add ketchup, brown sugar and mustard and mix well. Spoon mixture over loaves and bake uncovered for 45 minutes until meat is no longer pink.