Heat olive oil in a skillet over medium heat. Add sliced onion; cook and stir until softened, about 10 minutes. Remove from heat.
Spread honey mustard dressing on the top and bottom half of each roll. Line the bottom of a 9x13-inch baking dish with the bottom halves of the rolls. Layer cooked onion, ham, and Swiss cheese over the bottom halves of the rolls. Cover with top halves of the rolls.
Combine melted butter and Worcestershire sauce in a small bowl; brush evenly over the tops of the rolls. Cover baking dish with aluminum foil.
Bake in the preheated oven until lightly browned and the cheese has melted, 12 to 15 minutes.
