Slice onion into 1/2-in.-thick rings; thread onto metal or soaked wooden skewers. Brush with oil. Season with salt and pepper if desired. Grill, covered, over medium-hot heat for 8-10 minutes on each side., Meanwhile, in a large bowl, combine the green pepper, cheese, parsley and Worcestershire sauce. Crumble beef over mixture and mix well. Shape into six patties. , Move onion to indirect heat. Place burgers over direct heat. Cover and grill for 10-14 minutes or until meat is no longer pink and onion is tender, turning burgers once., Spread bun bottoms with dressing; top each with lettuce, tomato, onion and a burger. Replace bun tops.