Preheat oven to 375°F. Line a baking sheet with parchment paper.
In a large bowl, combine ground beef, breadcrumbs, milk, onion, egg, ketchup, Worcestershire sauce, salt, and pepper. Mix gently just until combined. Do not overwork the mixture.
Divide evenly and shape into six small loaves. Place on the prepared baking sheet, leaving space between each.
Stir together ketchup, brown sugar, and mustard for the glaze. Brush generously over each mini loaf.
Bake for 25 to 30 minutes, until cooked through and the tops are slightly caramelized. Let rest for 5 minutes before serving.