Grease grill grate. Heat grill to medium.
Crumble beef over Worcestershire sauce in a medium bowl; mix well.
Season with salt and pepper.
Form eight thin patties.
Place shredded cheese in the center of four patties.
Top with remaining patties; press edges to seal.
Grill burgers, covered, for 5-8 minutes on each side or until a thermometer reads 160°F.
Serve burgers on buns; top with reserved barbecue sauce, tomato and lettuce.