Preheat a flat-top grill pan over high heat. Add onion and cook until tender about 10 minutes; remove to a bowl. In a separate bowl, mix beef, salt and pepper. Form into small patties, about 2 inches across. Add patties to grill pan; cook 4 minutes each side. For special sauce, mix mayonnaise, mustard and cayeen pepper in a small bowl. Service patties on buns with grilledonion.