Preheat the grill to medium heat.
Mix the ground beef, heavy cream, Worcestershire and the salt and some pepper in a bowl. Use your hands to thoroughly mix the ingredients. Form 1/4 cup of the meat mixture into patties, making 16 patties total. Make an indentation with your thumb to keep the patties from plumping too much when they cook.
Grill the sliders until just cooked through, 2 to 3 minutes per side. Remove from the grill and pile on a platter.
Toast the halved buns on the grill. Place the sliders between the buns and serve immediately.
Fry the bacon in a skillet over medium-high heat until slightly crisp, about 8 minutes. Remove from the pan and cut into bite-size pieces.
In a separate pan, cook the onions in the butter over a low heat until caramelized, 20 to 30 minutes, stirring occasionally.
Use a fork to crumble the gorgonzola.
Put the bacon, caramelized onions and crumbled gorgonzola into separate bowls. Serve as delicious toppings for both sliders and macaroni cheese.