Heat 3 tablespoons of canola in a large pan over medium low heat. Add onion and cook until golden brown and caramelized about 15 to 20 minutes, making sure to stir every few minutes.
Preheat the broiler.
Form the ground beef into 12 equal-sized mini patties. Heat the remaining canola oil in a large skillet over medium-high heat. Season each side of the patties with the grill seasoning, put them into the skillet and cook for 3 minutes. Flip the burgers, top 4 with some of the blue cheese, the next 4 with 2 slices of Cheddar and the final 4 with 2 slices of mozzarella cheese. Put under the broiler until the cheese is melted, about 30 seconds.
Roasted Red Pepper Ketchup:
In a mini chopper or blender add the ketchup and roasted red peppers (reserve 1 red pepper to garnish the burgers). Blend until smooth. If the mixture is too thick and not blending well, add 1 or 2 tablespoons of the liquid from the jar of roasted red peppers. Set aside.
Combine the mayonnaise and pesto in a small bowl. Set aside.
Assembly: Slice the reserved red pepper into 4 pieces to garnish the Cheddar burgers. Put the burgers on the bottom halves of each bun. Top the 4 cheddar burgers with the pieces of red pepper, some of the ketchup and cover with the top half of the rolls. Top the 4 mozzarella burgers with some of the pesto mayo and cover with the top half of the rolls. Finally, top the blue cheese burgers with the caramelized onions and cover with the top half of the rolls. Arrange them on a serving platter and serve immediately.