Cook bacon in a nonstick skillet until crispy. Remove and set aside.Leave the grease in the skillet and add the onion. Cook over medium heat for 4 to 5 minutes to soften. Let cool.
Preheat oven to 400 degrees F. Line a rimmed baking sheet with aluminum foil. Spray lightly with cooking spray.
In a large bowl, combine ground beef, egg, Panko crumbs, Worcestershire sauce, pepper, 2 tablespoons BBQ sauce, cooked onion, and cheddar cheese.Crumble the bacon and mix it in.
Shape into 4 ovals patties on the prepared baking sheet. Spoon the remaining bbq sauce on top.