Cut off the tops and bottoms, peel, and separate the outer 2–3 layers to make cups. Use two cups per bomb.
Combine beef, cheddar, breadcrumbs, egg, milk, garlic powder, onion powder, Worcestershire, salt, and pepper. Mix well.
Form into golf ball–sized portions to fit inside the onion cups.
Sandwich each meatball between two onion layers. Wrap tightly with 3–4 bacon slices and secure with toothpicks.
Preheat to 375°F. Place bombs on a rack in a foil-lined tray. Bake 40–50 minutes until they reach 160°F. Broil 2–3 minutes to crisp bacon.
Grill over indirect heat at 275°F for 1.5–2 hours. Brush with BBQ glaze in the last 15 minutes if using.