Step 1

Make the sauce:

Step 2

In a medium bowl, whisk together the mayonnaise, olive oil, both mustards, the red wine vinegar and cayenne. Add a spoonful of water to loosen or mellow the flavor, if needed.

Step 3

Make the burgers:

Step 4

Preheat a grill or grill pan to medium-high heat.

Step 5

In a medium bowl, gently break up the meat and spread it up on the sides so that the seasoning really permeates. Season evenly all over with salt and pepper and form into a ball. Do not overmix or it will toughen your burgers.

Step 6

Form the meat into four even patties about 3/4-inch thick. Refrigerate for at least 15 minutes and up to 2 hours.

Step 7

Place the hamburgers on the hottest part of the grill and cook, undisturbed, for about 2 minutes. Turn them a quarter turn and cook for 2 more minutes. Use a metal spatula to flip them on their second side and cook for an additional 2 to 3 minutes for rare to medium-rare. In the last 2 minutes, place two slices of cheese almost crisscross on the burger (for maximum cheese coverage on the sides) and finish cooking so the cheese melts and hugs the burger. For medium or well-done, simply cook a few minutes longer on each side.

Step 8

Let the burgers rest for a couple of minutes before you assemble. Toast the bun halves on the coolest part of the grill.

Step 9

Spread an even layer of the sauce on the bottom bun half and top with an even layer of the lettuce. Top with one of the burgers, another small dollop of the sauce and the top bun. Repeat with the remaining burgers. Serve immediately with the pickles on the side.