In a large bowl, mix together the ground beef, eggs, oatmeal, onion, Cheddar cheese, ketchup, salt, and pepper using your hands. Form into tiny meatballs about 1 inch wide.
Preheat the oven to 350 degrees F (175 degrees C). Heat the oil in a large skillet over medium heat. Add the meatballs, and cook, turning frequently, until browned, about 10 minutes. Use a slotted spoon to transfer the meatballs to a baking dish. Cover with barbeque sauce.
Bake for 30 minutes in the preheat oven, until sauce is thick and meatballs are cooked through. Serve hot.
