Preheat the oven to 350 degrees F.
Heat the butter in a skillet and add the onion. Season with salt and cook, stirring occasionally, until slightly browned, about 12 minutes. Set aside to cool.
Combine the beef, pork, egg, breadcrumbs, milk and Worcestershire sauce in a bowl, using your hands to mix the ingredients without crushing the meat. Fold in the cooked onion.
In a greased or nonstick muffin tin, arrange the bacon slices so they form a loop, sticking to the edges of each of the wells. Fill each well with the meat mixture.
Spread the barbecue sauce over the top of each of the loaves.
Bake for 50 minutes to 1 hour, or until the internal temperature of the loaves is 160 degrees F.