Preheat grill pan over high heat.
In a medium pan brown bacon over medium high heat and drain on paper towel lined plate.
Brush scallions with a little oil and grill on hot grill pan 2 or 3 minutes on each side. Remove from heat to cool.
Combine ground beef with Worcestershire and steak seasoning or salt and pepper. Divide meat into 4 equal parts. Combine cheese crumbles and cooked bacon. Take 1/4 of the meat in your hand and make a well in the center of it. Pile in cheese and bacon, then carefully form the burger around the cheese and bacon filling. Make sure the fillings are completely covered with meat. When all 4 patties are formed, drizzle burgers with oil and place on hot grill pan. Cook 2 minutes on each side over high heat, reduce heat to medium low and cook burgers 7 or 8 minutes longer, turning occasionally. Do not press down on burgers as they cook. Transfer burgers to a plate and let them rest 5 minutes before serving.
Chop cooled, grilled green onions and add to a food processor. Add mayonnaise and cumin to the food processor and pulse the onions and mayonnaise. Season with salt and pepper, to your taste.
Pile burgers on crusty buns and top with crisp lettuce leaves and a slather of green onion mayonnaise. As you bite into the burgers, you will find a smoky, cheesy surprise at the center.