1. Preheat a grill over high heat. Divide the meat into four 6-ounce balls. Press 4 small cubes of cheese into the center of each ball and flatten into a 1/2-inch-thick patty about 4 inches in diameter, making sure the cheese stays wrapped in the meat. Sprinkle both sides of the patties evenly with 1 teaspoon salt and 1/2 teaspoon pepper. Wrap each burger in a piece of nonstick aluminum foil, twisting any excess foil at each end so the burger is wrapped in a single layer of foil only. Mix the ketchup and Worcestershire together in a small bowl.
2. Grill the burgers for 5 minutes per side. Remove from the grill and carefully open up the foil packets, allowing the steam to escape. Place the opened foil packets back on the grill, add a spoonful of sauce to the top of each patty and continue to cook until the patty is cooked to at least medium to allow the cheese inside to fully melt, another 4 to 6 minutes.
3. On the bottom half of each bun, spread a bit of sauce and top with a lettuce leaf, onion slice and tomato slice. Top with a patty, another spoon of the remaining sauce and the top of the bun. Serve with chips or fries.