Line a 9-inch round cake pan with aluminum foil. Sprinkle with 2 teaspoons of the Montreal steak seasoning. Press half of the ground beef into the cake pan. Layer the cheese in the middle, leaving a 1/2- to 1-inch border around the side. Sprinkle with another 2 teaspoons of the Montreal steak seasoning. Top with the remaining ground beef in an even layer and press to seal in the cheese. Sprinkle with the remaining 2 teaspoons Montreal steak seasoning. Lift out the burger from the cake pan using the foil and flatten it with your hands to about 11 inches in diameter. Refrigerate until ready to cook; the burger can be assembled up to 2 hours in advance.
Whisk together the mayonnaise, mustard and pickle brine in a small bowl until smooth. Cover and refrigerate.
Remove most of the soft insides from the top of the loaf of bread to make it fairly hollow. Reserve for another use.
Prepare a grill for direct and indirect heat: For gas grills (with 3 or more burners), turn all the burners to medium-high heat; after about 15 minutes, turn off one of the side burners and turn the remaining burners down to medium. For charcoal grills, bank one chimney starter-full of lit and ashed-over charcoal briquettes to one side of the grill. Set up a drip pan on the other side to avoid flare-ups. (Be sure to consult the grill manufacturer's guide for best results.) If your grill has a thermometer, aim to keep the temperature at about 350 degrees F throughout grilling.
Oil the grill grates. Hold the burger on the foil bottom and flip it onto the indirect-heat side of the grill; peel off the foil. Cook until the sides of the burger are cooked and it feels firm when you lift it with a spatula, 8 to 10 minutes depending on the heat of your grill. Using 2 spatulas, carefully flip the burger (if you have a large fish spatula, use it here); try not to create any holes through which the cheese could escape. Cover the grill and cook until the burger is cooked through and the cheese is melted, 5 to 8 minutes more. (If you would like more char on the burger, move it to the direct-heat side of the grill for 1 to 2 minutes per side.) Transfer to a plate.
Brush the cut sides of the bread with olive oil and sprinkle with salt and pepper. Grill on the direct-heat side of the grill until the bread has grill marks and is nicely toasted, about 3 minutes.
Put the bottom half of the bread on a large serving platter or cutting board. Spread with half the mustard sauce. Put the burger on top and top with the tomatoes, onions, pickles and bacon. Spread the top of the bread with the remaining mustard sauce and fill with the lettuce. Put the top on the burger and cut into 8 wedges.