Combine beef, onion, egg, bread crumbs in a big bowl.
Add one hefty man dash of all the good stuff in your fridge. Worcestershire sauce is not mandatory. The rest is up to you; if it sounds good, it probably will be. Mustard, horseradish, bbq sauce, ketchup, soy sauce, teriyaki, bacon, cheese, whatever. Put it in and mash all that stuff together.
Make sure your grill is hot.
Hand press burgers into 4 flat 1/4lb pattys. Don't make meatloafs. Make nice flat burgers.
Put burgers on grill, smoke 1 cigarette and turn. Smoke 1/2 cigarette, then put cheese, bacon, and other delicious stuff on top. Finish cigarette and serve.
If you're a fancy you can substitute half the beef with ground buffalo or lamb or some other fancy stuff.