Cut a hole at the top of each sandwich roll and hollow out the bread leaving about a 1/2 inch shell (discard the extra bread or save for another use). Place rolls on a rimmed baking sheet.
Lightly oil a skillet and place over medium to medium-high heat. Cook ground beef and stir to crumble. Cook until no longer pink, about 10 minutes. Use a paper towel to sop up any grease, if necessary.
Pour sloppy joe sauce over the beef and continue cooking until heated through, about 5 minutes.
Evenly spoon beef mixture into each sandwich roll and top with shredded Cheddar cheese.
Bake in preheated oven until cheese is melted, about 10 minutes.