Make the chipotle mayo. Add all of the ingredients for the mayonnaise in a food processor and puree. Season to taste with salt and pepper.
Grill the patties. Preheat the grill to medium-high heat. Form the meat into 6 small patties and season on both sides with salt and pepper. Place the burgers onto the grill and cook for about 5 minutes and then flip and cook for another 4 minutes. When the sliders are almost done, top each with cheddar cheese and close the grill for 2 minutes so the cheese melts.
Toast the buns. While the burgers cook, split the slider buns and place cut-side-down onto the outer edges of the grill, away from direct flame. Toast lightly.
Assemble the sliders. Place the hamburgers onto the toasted buns and top with chipotle mayo, onion slices, and pickles.