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Step 1
Mix all the relish ingredients together in a small bowl. Season with salt and pepper and set aside.
Step 2
Put the beef mince in a bowl, season and stir in the Worcestershire sauce and parsley. With wet hands, form into 4 burgers, then press a few feta cubes into the centre of each and press the mince back over to reshape, covering the cheese completely. (Cover and chill for up to 12 hours, if you like, or see freezing tip). Preheat the grill to medium.
Step 3
Grill the burgers for 3-4 minutes, turning halfway, until cooked through.
Step 4
Place some rocket on each roll, top with a burger and some relish. Serve with mayonnaise, if you like.