Preheat oven to 350 degrees F. Using 1 tablespoon of butter, grease the bottom of a rimmed baking sheet.
Place a large skillet over medium high heat with olive oil. Add ground venison and diced onion and break up with a wooden spoon or spatula. Season with salt, black pepper, onion powder, and garlic powder. Saute over medium high heat, breaking up the venison, and cook until the venison has lost its raw, red color, about 5 minutes.
Transfer the meat mixture to a large mixing bowl and stir in the mayonnaise.
Cut buns in half. Place bottom half of Hawaiian rolls on the buttered baking sheet and line bread with sliced cheese. Spread cooked ground venison mixture evenly over the sliced cheese, using the back of a spatula to square off the edges. Cover the ground venison with the shredded cheese.
Place the top of buns, cut-side down, over the burgers. Brush tops with remaining 2 tablespoons of the melted butter and sprinkle with sesame seeds. Bake at 350 degrees F for about 15 minutes, or until cheese is melted and tops are golden brown.