Pimiento Cheese-Bacon Burger

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1 cup mayonnaise

1/2 teaspoon cayenne powder

Kosher salt and freshly ground black pepper

1 cup drained and finely diced roasted red peppers

12 ounces extra-sharp white Cheddar, coarsely grated

12 ounces extra-sharp yellow Cheddar, coarsely grated

1 1/2 pounds ground chuck (80/20 percent)

2 tablespoons canola oil

4 hamburger buns, split and toasted

8 slices double-smoked bacon, cooked until crisp

4 slices Vidalia or other sweet onion, grilled

4 thin slices ripe beefsteak tomato

1 large dill pickle, thinly sliced

Romaine lettuce leaves, optional