Place frozen meatballs on a cookie sheet. Bake at 350 degrees for 15 minutes.
Separate party rolls and slice each in half created a top and bottom "bun." Place the bottoms of the rolls on a second cookie sheet and top each with a quartered slice of cheese. Bake next to meatballs in oven an additional 5 minutes or until cheese is melted and meatballs are cooked through.
Assemble cheeseburger bites by topping each bottom bun with a cooked meatball, ketchup, mustard, tomato slice, pickle, and top bun. Secure with toothpicks and serve immediately.