In a 10-inch skillet, place Worcestershire sauce, mushrooms and onions and saute until onions are translucent. Set aside and let cool.
On each toothpick, thread 1 half of the tomato, mushroom and onion and set aside.
In large mixing bowl, all other ingredients except for the cheese. Shape tablespoonfuls of mixture into meatballs and flatten slightly to resemble hamburgers.
Using the same skillet, cook burgers over medium-high heat for 2-3 minutes on each side or until desired doneness. During the last minute of cooking, place cheese over each hamburger and let the cheese melt. Insert 1 toothpick with the tomato, mushroom and onion in each burger and serve warm.