Heat olive oil in small skillet. Add diced onions and saute for 3 minutes. They will be slightly cooked, but not completely softened. Remove from heat and let cool for 10 minutes. Combine cheddar cheese, bacon pieces, and sauteed chopped onions in a medium bowl. Mix ground beef, seasoned salt and Worcestershire sauce, making sure seasonings are well incorporated. Add Aubrey D. Rebel Scotch Bonnet Hot Sauce and cheddar/bacon/onion mixture. Ensure ingredients are well mixed. Shape beef mixture into 6 patties.
Preheat the grill for medium heat. Grill patties until well done, about 4-5 minutes per side. Toward the last minute or two of cooking, add Monterey Jack slices. Remove and place in a bun and top with favourite Aubrey D. Condiments.