1. Cook bacon in large skillet over medium-high heat until chewy. Drain on paper towels; chop into small pieces. Add onion to same skillet; cook until soft. Cool.
2. Place bacon, onion, blue cheese and butter in small bowl; blend well. Prepare grill for direct cooking.
3. Divide ground beef into 8 balls. Flatten each ball into thin patty about 4 inches wide. Season patties with salt and pepper. Place 2 tablespoons bacon mixture in center of 1 patty; cover with another patty. Pinch edges together to seal. Shape burger until round and slightly flattened. Repeat with remaining patties and cheese mixture.
4. Place patties on grid over medium heat. Grill, covered, 8 to 10 minutes (or, uncovered, 13 to 15 minutes) for medium doneness (160°F) or until desired doneness, turning once. Transfer burgers to platter; let stand 2 minutes before serving. Serve burgers on rolls with lettuce.
If you want juicy, flavorful burgers, do not flatten patties. Pressing down on the patties with a spatula not only squeezes out tasty juices, but for this recipe the stuffing might pop out.
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