In large bowl mix together the meat, worcestershire sauce,, egg, crumbs, soy sauce and olive oil, until combined, form into 4 patties not packed hard, refrigerate until onions are finished.
In medium size saucepan add oil over medium-high heat, add onions and cook for 5 minutes, add a pinch of salt. water, vinegar and sugar and cook for 5 minutes. Lower heat to medium-low, cover and cook for 30 minutes, remove lid and continue cooking for another 5 minutes, set aside.
When onions are nearly finished turn on the BBQ to medium high. Grill for 5 minutes, rotate and grill another 5 minutes, then flip burgers and cook the same as other side.
When burgers are fully cooked place a lettuce leaf on bun add the burger and top with onions and a piece of blue cheese and top with other half of bun.