Mix ground beef with onion, jalapenos, garlic, Worcestershire sauce and salt and pepper to taste. Divide into 4 portions. Form into patties, making sure to mold it enough for the meat to stick together. Once made, form a small depression in the center of each patty to keep the hamburger from puffing up into a round ball during grilling.
Grill hamburgers for about 8 minutes for medium doneness, flipping halfway through. Sprinkle blue cheese on the top of hot burgers and remove immediately to platter.
If you prefer your hamburger buns toasted on the grill, when there is about 4 minutes left, slice them in half and put face down on grill.
To serve: Lay bun open on plate. Place cheeseburger on the bottom of hamburger bun. On the top of bun, place a little lettuce and a nice slice of tomato. If you have a decorative toothpick, stick through to make it a special 4th of July presentation.