Bring a large pot of water to a boil. Boil cabbage leaves for 2 minutes; drain.
Combine ground beef, cooked rice, egg, milk, onion, salt, and pepper in a large bowl. Spoon about 2 tablespoons of mixture onto each cabbage leaf.
Bring one end of the cabbage leaf over the mixture, rolling and tucking in the ends to prevent filling from falling out; arrange rolls in a single layer in the slow cooker.
Mix tomato sauce, brown sugar, lemon juice, and Worcestershire sauce together in a small bowl until combined. Pour over cabbage rolls.