Line a baking sheet with parchment paper.
Divide the ground beef into eight portions (each will be about 3 ounces). I used a burger press to get evenly shaped patties.
Add a quarter of the crumbled bacon, and a quarter of the cheese, then top with a second patty. Pinch the edges to seal the patty shut. Repeat until you have 4 burgers ready for the grill.
Season each patty with salt and pepper on both sides.
When your grill has reached high heat, brush the grates with a little canola oil. Add the patties and cook for 3-4 minutes per side for medium burgers.
Brush each side of the burger with your favorite BBQ sauce just before removing from the grill.
If you wish, you can slice additional Heluva Good Colby Jack or Jalapeno Jack Cheese to put on top of the burger.
Serve on your roll with lettuce, tomato and onion slices, and other condiments, if desired.