Preheat the oven to 350ºF. Grease a 9x13-inch baking dish.
In a large bowl, beat together the milk and egg.
Stir in the cheese, oats, breadcrumbs, onion and salt. Add the ground beef and gently mix, just until combined. The mixture will be a little wet, but should hold together. If it is too wet, add more breadcrumbs.
Divide the mixture into 8 equal portions and form into mini loaves. Place them in the prepared baking dish.
In a small bowl, mix the ketchup, brown sugar and mustard together. Spoon the sauce over the loaves.
Bake uncovered until the meat is no longer pink and is cooked through, about 45 minutes.
