HEAT oven to 350°F. In large bowl, stir bread crumbs and 1 cup of the cooking sauce until well mixed; let stand 5 minutes.
CUT twelve 1/2-inch pieces from cheese sticks (store remaining portion of cheese stick for another use). Set aside. Add beef, egg, 1/2 tsp. salt and 1/4 tsp. pepper to bread crumb mixture until well mixed.
SPRAY six (6-oz) custard cups or regular-size muffin cups with cooking spray. Divide beef mixture evenly among cups (cups will be very full). Push 2 pieces of cheese into center of each loaf. Place custard cups on cookie sheet to catch any spillover.
BAKE about 25 minutes or until thermometer inserted in center of loaves reads 160°F.
HEAT remaining sauce until hot. Immediately remove loaves from muffin pan; spoon heated sauce over loaves.