In a skillet, saute onion in butter. Add vegetables. Cover and cook for 5 minutes or until tender; drain and set aside. In a bowl, combine the egg, mustard, Worcestershire sauce, salt and pepper. Crumble beef over mixture and mix well. On a large piece of heavy-duty foil, pat beef mixture into a 16-in. x 10-in. rectangle. Cover with vegetable mixture to within 1 in. of edges. Sprinkle with cheese. Roll up, jelly-roll style, starting with a short side and peeling away foil while rolling. Seal seam and ends. Place seam side down in a greased 13-in. x 9-in. x 2-in. baking dish. Top loaf with bacon strips. Bake, uncovered, at 350 degrees F for 1 hour or until meat is no longer pink and a meat thermometer reads 160 degrees F; drain.