Scoop pimento cheese into 16 to 20 small portions (about 1 1/2 teaspoon each) and place them on a parchment-lined plate. Freeze until firm, about 30 minutes.
Preheat the oven to 400 degrees F (200 degrees C).
Mix the beef, egg, panko, garlic, parsley, salt, paprika, pepper, and Worcestershire sauce together in a bowl until just combined.
Divide meat mixture into 16 to 20 portions. Flatten each portion into a small patty. Place a frozen pimento cheese portion in the center and wrap the meat around it, sealing completely. Roll gently into a ball.
Bake in the preheated oven for 20 minutes; brush with barbecue sauce at the 15-minute mark, if using. An instant-read thermometer inserted into the center should reach 160 degrees F (71 degrees C).
