In a large skillet, heat the oil over medium-high heat. Add the shallots and jalapeños. Cook until the veggies are tender and starting to brown on the edges, 6-7 minutes.
Remove the skillet from the heat and add the BBQ sauce. Stir quickly to coat the veggies. Then, return the pan to the stove. Keep the mixture warm on the lowest heat, stirring occasionally, while you make the burgers.
Blue Cheese Burgers
Heat half of the grill to medium-high heat (between 375-400°F). Heat the other half over medium heat (325-350°F).
Halve the buns and lightly butter both cut sides with unsalted butter. Set aside.
In a large bowl, combine the ground beef, Worcestershire sauce, Dijon mustard, garlic powder, onion powder, paprika, 1/4 cup of the blue cheese crumbles, and black pepper to taste. Using clean hands, combine the meat mixture until everything is incorporated.
Divide the meat into 4 loose balls. Gently press each ball into a patty, making an indentation in the center.*
Place the patties on the medium-high side of the grill. Sprinkle with Kosher salt and cook for 4 minutes, until you have a nice sear. Flip the burgers, sprinkle with more salt, and cook for another 3 minutes for medium-rare, 4 minutes for medium, 5 minutes for medium-well, or 6 minutes for well done. During the last 1-2 minutes of cooking, sprinkle 1 Tablespoon of blue cheese over the top of each burger and allow it to melt.
Meanwhile, lay the bacon across the grates on the medium side of the grill. Cook for 2-3 minutes, flip, and cook another 2-3 minutes until the bacon is crisp.** Place cooked bacon on paper towels to soak up any extra fat. Break each piece of bacon into 2-3 pieces.
During the last 1 minute of cooking the burgers, place the buns halved-side down on the grates and let them cook until toasted.
To assemble the burgers, lay each patty on the bottom half of each bun. Top with 2-3 slices of bacon, BBQ shallots and jalapeños, lettuce, tomato, and the top of the bun. Enjoy!
*The indentation will prevent the burger from shrinking on the grill.**Avoid turning up the heat because the drippings can cause flare-ups and burn the bacon.