Remove some of the fluffy center from the buns so that they will sit well on top of burgers; set aside.
Combine sirloin with Worcestershire and pepper, and form into 12 (2-inch) flat patties.
Preheat a lightly oiled grill pan over moderate heat until hot but not smoking. Cook burgers over moderate heat, turning, and evenly top with cheese, about 2 minutes per side for medium or until cheese is melted. (Use a meat thermometer to check that burgers have reached 160°.) Transfer the burgers to a plate, and grill the buns, cut sides down, 1-2 minutes or until toasted.
Sandwich burgers between buns with about 2 pickles per slider.