Cut each roll in half; shape each into a ball. Place on an ungreased baking sheet; flatten slightly. Cover and let rise until doubled, about 30 minutes.
Bake at 350° for 10-12 minutes or until lightly browned. Cool on a wire rack.
In a small bowl, combine beef and egg. Shape into 16 patties, 2 in. each. In a large skillet, cook patties on both sides over medium heat until no longer pink. Drain on paper towels.
Split rolls; place a beef patty on each bottom half. For wings, cut a narrow V shape from each roll top; position on each patty (discard removed sections). Secure with toothpicks. For eyes, pipe two dots of ketchup near the edge of each patty opposite the V; top with onion slices. Yield: 16 sandwiches.