Put the bratwursts in a medium pot in a single layer. Pour in the beer, then add enough water to cover the bratwursts by 1 inch, if necessary. Bring to a boil, then reduce the heat to medium low. Simmer until the bratwursts are cooked through, 12 to 14 minutes. Remove to a plate and allow to cool completely.
Meanwhile, combine the ground beef, Worcestershire sauce, 1/2 teaspoon salt and a few grinds of pepper in a medium bowl. Gently mix with your hands and divide into 4 equal portions.
Lay out a piece of plastic wrap. Arrange 4 bacon slices side by side on the plastic to form a rectangle, overlapping them slightly. Position the bacon rectangle with a short end in front of you. Press a portion of the beef over the half of the bacon rectangle closest to you. Place a bratwurst horizontally on top of the beef. Using the plastic wrap to help, tightly roll the bacon and beef around the bratwurst away from you; remove the plastic wrap. Secure the bacon with kitchen twine in 3 or 4 spots. Repeat to wrap the remaining bratwursts.
Place the bacon-wrapped bratwursts seam-side down in a large nonstick skillet over medium heat. Cook, turning, until the bacon is crisp and the beef is cooked through, about 10 minutes. Remove to a plate, tent with foil and let rest 10 minutes.
Meanwhile, preheat the broiler. Drizzle the insides of the buns with olive oil. Place on a baking sheet and broil until golden brown, about 1 minute. Use scissors to remove the twine from the bratwursts. Place on the buns and top with the chopped onion and cheese.
Photograph by Steve Giralt
Recipe Courtesy of Sunny Anderson for Food Network Magazine