Mix ground beef, bread crumbs, ketchup, egg and liquid smoke together in large bowl. Add salt and pepper to taste (I recommend 2 teaspoon salt and 2 teaspoon pepper).
Spread mixture out on lightly greased waxed paper and form into a rectangle.
Sprinkle green onions and cheese on top of hamburger mixture.
Roll up like you would cinnamon rolls (starting with long side) and place in a greased loaf pan.
Bake at 375* for 1 ½ hours or until cooked through.