Make the candied bacon: Preheat the oven to 350 degrees F. Mix the brown sugar, cayenne and cinnamon in a small bowl. Arrange the bacon on a wire rack set over a rimmed baking sheet. Sprinkle with half of the sugar-spice mixture. Bake 10 minutes, then flip and sprinkle with the remaining sugar-spice mixture and bake 10 more minutes. Remove the bacon from the oven and let cool.
Make the bacon mayonnaise: Cook the bacon in a skillet over medium heat, turning occasionally, until crisp, 9 to 11 minutes. Drain on paper towels, then finely dice. Whisk the mayonnaise and sour cream in a small bowl. Stir in the diced bacon and chives and season with salt and black pepper. Cover and refrigerate until ready to use, or up to 1 day.
Make the burgers: Form the ground beef into 4 equal-size patties, about 3 1/2 inches in diameter. Sprinkle both sides of each patty liberally with salt and black pepper.
Heat a grill pan or cast-iron skillet over high heat, then add the canola oil. Add the patties and cook about 3 minutes, then flip and top each with 1 slice cheddar. Cover and continue cooking 3 more minutes for medium rare.
Build the burgers: Smear the bacon mayonnaise on the toast. Serve the patties on the toast with lettuce, tomato and the candied bacon.
Photograph by Steve Giralt
Recipe courtesy of Kelsey Nixon for Food Network Magazine