CUT thin slice off top of each roll; hollow out inside, leaving 1/4-inch-thick shell. Reserve tops for later use. Discard removed bread or reserve for another use. Spread 2 tsp. mustard onto inside of each roll.
DRESSING: MIX ingredients until blended.
FOR each serving: Grill 1 beef patty to medium (160ºF), or desired doneness. Top with 1 VELVEETA Slice; grill until melted. Cut into 1/2-inch pieces.
TOSS 1 cup lettuce with 2 Tbsp. tomatoes; 1 Tbsp. onions, 2 tsp. each pickles and bacon; 1 cut-up cheeseburger; and 1-2/3 Tbsp. Dressing. Spoon into roll; drizzle with 1 tsp. steak sauce. Top with 1 fried egg. Serve with top of roll on the side.