Place all of the ingredients except the egg into a large bowl.
Slightly beat the egg and add it to the bowl with the other ingredients.
Using clean hands, gently fold the ingredients together. If the mix seems too wet, add 1 TBS of additional Panko bread crumbs at a time. The mixture should be very moist, but not too wet and able to hold together but not too firm or dry.
Form the sliders into small disk shapes that are the same size as your slider buns.
Grill the sliders on a medium-hot grill for about 4-5 minutes on each side.
Serve on slider buns slathered in meatloaf sauce.