Place the ground beef in a large bowl and season with the Worcestershire sauce, salt and pepper. Mix until well combined.
Divide the meat into 4 equal portions and form each into a ball.
Using your fingertips, flatten them into thin patties, about 1/4 inch thick.
Divide the cheese into 2 of the patties and top them with the remaining 2 patties, pinching the edges to form a tight seal.
With your hands, smooth out the edges and press on the top to flatten slightly into a thick single patty.
Heat your grill or cast iron pan to medium high. Add a little vegetable oil and then add your burgers, cooking undisturbed for 5-6 minutes per side. Messing with them too much might cause the cheese to leak from the patty.
Remove to a plate or cutting board and let the burgers rest for at least 3 minutes.
Spread your toasted buns with mayo and place a patty on each bun bottom, topping with ketchup and covering with the bun tops.
Serve immediately!