How to thicken a cold filling

Have you tried using a marshmallow recipe that is only made from gelatin and cooked sugar syrup (sugar, water, and light corn syrup to soft ball stage, 240 degrees F)?

I have made various piped marshmallows that will hold swirly shapes using this type of marshmallow recipe. It is a bit more stable than the egg based recipes. The most important thing is to make sure that the marshmallow mixture is whipped to a nice fluffy, shiny, smooth stage (about 7-10 minutes on high speed) and piped very quickly into whatever form you want before it sets up using a large round tip. Timing is of utmost importance here and you may lose some marshmallow during this process at home.

I would also recommend piping onto a silpat (silicone) lined sheet tray or a piece of wax paper that has been lightly dusted with a mixture of cornstarch and confectioner's sugar.

A little cornstarch should, if you add it with the bbq sauce, make it just thick enough to cling together a little better.

I'd say make a slurry of say 1/2c water, 1/4c bbq sauce, 1tsp cornstarch and add it to your ground beef. Let it cook down (I'm basically thinking how taco packets work here) until it's close to where you want it; continued heat in the oven should finish binding.

Or skip the bbq sauce, use dry herbs and spices mostly with just a tiny dab to bind it together.

Also you just made me want a patty, you awful man.