Preheat your smoker or grill to 250°F. If using a Big Green Egg or charcoal smoker, set it up for indirect heat. If using a Traeger or pellet grill, preheat according to the grill instructions.
In a large mixing bowl, combine the ground beef, chopped onion, bread crumbs, tomato sauce, eggs, Worcestershire sauce, salt, black pepper, parsley, and oregano. Mix until combined, but do not overmix.
Line a loaf pan with plastic wrap to help shape the meatloaf. The plastic wrap is only for shaping and will be removed before smoking.
Add half of the meat mixture to the plastic lined loaf pan and press it down firmly.
Place the cheese in the center of the meatloaf and press it down slightly.
Add the remaining meat mixture over and around the cheese. Press it down well and make sure the cheese is fully sealed inside.
Carefully invert the loaf pan onto the smoker rack or a grill safe tray. Remove the loaf pan and plastic wrap completely before cooking.
Insert a temperature probe into the meatloaf, making sure it is in the meat and not touching the cheese. Smoke for 2 to 3 hours, or until the internal temperature reaches 165°F.
Brush the top of the meatloaf generously with BBQ sauce. Continue smoking for another 20 to 30 minutes, until the sauce is sticky and set.
Transfer the smoked meatloaf to a cutting board and let it rest for 5 to 10 minutes before slicing. Serve warm.