Heat olive oil in a skillet over medium heat. Sauté the onion and mushrooms for 5-7 minutes until soft. Season with salt and pepper, then set aside to cool.

In a large bowl, combine ground beef and BBQ seasoning. Mix gently and form into patties about ½ inch thick.

Create an indent in half of the patties, fill with the onion and mushroom mixture, top with shredded cheddar cheese, and seal with another patty.

Preheat the grill to medium heat. Cook stuffed burgers for about 6 minutes per side or until the internal temperature reaches 160°F (71°C).

Let burgers rest for a few minutes. Serve with your choice of toppings in buns.