Preheat the oven to 400 degrees F (200 degrees C).

Heat 1 tablespoon oil in a large skillet over medium-high.

Add beef and cook, breaking up meat into small pieces, until browned, about 5 minutes.

Stir in Worcestershire, pepper, and 1 ½ teaspoons salt; remove from heat.

Transfer cooked beef using a slotted spoon to the bottom of an 11x7-inch baking dish and set aside. Reserve drippings in skillet.

Return skillet with drippings to medium heat.

Add onion and cook, covered and stirring occasionally, until softened, about 5 minutes.

Uncover and continue to cook, stirring frequently, until golden brown, about 10 more minutes.

Add 1 tablespoon water as needed if onions start to stick to skillet.

Arrange onions evenly over beef mixture in baking dish.

Layer ½ cup of the pickles over onions, followed by Cheddar cheese.

Whisk egg and water together in a small bowl.

Roll pastry sheet to a 12x8-inch rectangle, trimming as needed.

Lay pastry over top of the beef mixture and fold edges as desired to fit.

Brush pastry with egg wash and sprinkle with sesame seeds.

Cut 3 (2-inch) slits down the center to allow steam to escape.

Bake in the preheated oven until pastry is golden brown, 25 to 30 minutes.

Let cool 10 minutes.

Meanwhile, whisk together mayonnaise, mustard, sugar, paprika, onion powder, garlic powder, and pickle brine in a small bowl.

Slice and serve pie with lettuce and tomato. Drizzle with Big Mac sauce.