In a big bowl, combine the ground beef, chopped onion, oats, milk, egg, cheddar cheese, ketchup, mayonnaise, mustard, pickle relish, salt, and pepper; mix well.
Transfer mixture to a lightly oiled 9 x 5 inch loaf pan; gently pat down.
Arrange the onion slices on top, keeping them intact.
Bake about 1 hour, until the loaf is firm and the onions are lightly browned.
Let stand in pan 5-10 minutes before serving.
Remove the loaf from the pan and slice.
Line a platter with the lettuce leaves; arrange meatloaf on top; serve with additional ketchup, mustard, and pickles.