Preheat a grill to medium high. Cook the bacon in a large nonstick skillet over medium-high heat, turning, until browned and crisp, about 7 minutes. Transfer to a paper towel-lined plate to drain; break each slice in half.
Meanwhile, combine the ground beef, Worcestershire sauce, 1 1/2 teaspoons salt and a few grinds of pepper in a large bowl. Mix with your hands until just combined. Form the mixture into four 3/4-inch-thick patties. Press your thumb into the center of each patty to make a 1/2-inch-deep indentation.
Combine the mayonnaise, Sriracha and ketchup in a bowl. Brush the grill with vegetable oil. Grill the patties until marked and cooked through, about 3 minutes per side; top each with a slice of cheese during the last minute of cooking and cover to melt.
Toast the buns cut-side down on the grill. Serve the patties on the buns; top with the spicy mayonnaise, bacon and lettuce.