To make pimento cheese, combine cheeses, mayonnaise, cream cheese, pimentos, and cayenne pepper in a medium bowl and mix together well using a wooden spoon. Note: I use about 3/4 of the jar of pimentos, but you can use the whole jar if desired. Refrigerate until needed.
Gently work the Worcestershire sauce, salt and pepper into the ground chuck. Shape into 4 or 5 patties, depending on how large you want them. Make a depression in the center of each patty. They will cook flatter and become less dome-shaped.
Grill burgers on a grill or grill pan for about 4-6 minutes per side. About a minute or two short of cooking time, top each burger with about 1/4 cup of pimento cheese to give it time to melt.
To serve, place a leaf of lettuce on the bottom of a bun and top with burger.
Notes
The pimento cheese can be made up to 5 days in advance and refrigerated until needed.