In a medium bowl, combine the beef, chives and Worcestershire, and mix well. Form into 4 patties. Season the patties with the lemon pepper. Then, with your thumb or the back of a spoon, make a shallow indentation about 1 inch wide in the center of the patties to prevent them from forming a dome as they cook. Oil and prepare the grill for medium direct heat.
Grill the burgers for 8 to 10 minutes, until fully cooked, turning once. Place the rolls cut side down on the grill for 30 seconds to 1 minute to toast.
Meanwhile, in a small bowl, combine the mayonnaise and steak sauce. Mix well and set aside.
To assemble the burgers, place the roll bottoms on a plate. Spread each with 1 tablespoon of the steak sauce mayonnaise. Add the lettuce and sprinkle each with 1 tablespoon of the Treasure Cave® Crumbled Blue Cheese. Then, place the burgers on top and add a dollop of the steak sauce mayonnaise. Sprinkle each with the remaining Treasure Cave® Crumbled Blue Cheese and cover with the roll tops.
