Actually I make two patties, then I put a bunch of cheese in between the two, and then seal them together around the edges. You know the burger is done when you start to get a bit of the cheese bubbling through the meat. It works great on crumbled blue cheese.
I usually do it with turkey meat though, it's healthier and I find the blue cheese really helps eliminate the dryness of turkey meat.
Oh, and honey nut cheerios works better than breadcrumbs or anything when prepping the meat. Apple cinnamon Cheerios are good too.