In a pan over medium-high heat, saute and caramelize the chopped onions with 3 Tbsp butter, 3 Tbsp Worcestershire, and salt for about 20 minutes. Set aside.
Mix the ground beef, panko, remaining 3 Tbsp Worcestershire, eggs, Italian seasoning, smoked paprika, salt, and pepper.
Form the meatloaf and create a pocket in the center. Fill with the caramelized onions and shredded Gruyere. Top with the remaining meat mixture, then add more cheese and onions on top.
Cook in a smoker (or oven) at 350F until the internal temperature reaches 160F, about 1.5 hours.
For the gravy, melt the remaining 2 Tbsp butter, whisk in the flour, then the beef stock, and simmer to thicken.