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1
Whisk the mayonnaise, cayenne, 1/2 teaspoon salt and 1/2 teaspoon black pepper in a large bowl.
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2
Add the red peppers, white Cheddar and yellow Cheddar and gently fold until combined.
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3
Cover the bowl and refrigerate for at least 30 minutes before using.
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4
Meanwhile, preheat the grill to high for direct grilling.
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5
Divide the ground chuck into four equal portions, 6 ounces each.
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6
Form each portion into a 3/4-inch burger and make a deep depression in the center with your thumb.
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7
Brush both sides of the burgers with the oil and sprinkle liberally with salt and pepper.
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8
Grill the burgers until golden brown and slightly charred on both sides and cooked to desired doneness, about 4 minutes each side for medium doneness.
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9
During the last minute of cooking, place a dollop of the cheese mixture on top of each burger and close the grill lid.
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10
Cook until the cheese has just melted, about 1 minute.
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11
Place the burgers on the buns and top with the bacon, onions, tomatoes, pickles and lettuce if desired.
