In a large mixing bowl add ground beef, Worcestershire sauce, salt and pepper. Combine until thoroughly blended. Divide into 4 equal sections and form your patties. Make an indent in the center of each patty to prevent them from "puffing" up during the cooking process!
Turn on your smokeless grill and let it heat up! Once your patties are formed, lightly oil the grates on your grill. Grill the burger patties for 3-4 minutes on each side. I found the grill cooks a little faster than a normal grill, so be sure to watch your burgers!
While your burgers are cooking. Combine the grated cheddar and Swiss cheeses with the horseradish in a small bowl and mix well.
Once you flip the burger patties, top each with 1/4 cup of the cheese and horseradish mixture. Cover your grill with aluminum foil to melt the mixture. Covering it creates enough heat to melt the cheeses! You can place your pre-cooked bacon on at this time too!
Combine mayonnaise and ketchup; set aside. Brush the split side of each burger bun with melted butter and grill for 30 seconds. Or until lightly toasted.
Place burgers on toasted buns and top with bacon, mayo-ketchup mixture, tomato, lettuce and onion! Then enjoy!!!