For the sauce: Mix together the yogurt, adobo sauce, mustard and Worcestershire sauce in a small bowl. Set aside.
For the burgers: In a bowl, combine the ground chuck, salt, black pepper and Worcestershire sauce. Form four patties and set aside.
Heat a skillet over medium-high heat. Cook the patties until done in the middle, 4 to 6 minutes per side.
For the toppings: Cut the base of each lettuce leaf on the head and carefully peel it away so that it stays as intact as possible.
Top the patties with avocado slices, tomato slices, red onion rings and chopped pickles, then drizzle with the sauce to taste. Use two or three lettuce leaves per patty and wrap them around the patty as tightly as you can. Slice in half and serve immediately!