Heat grill. In medium bowl, combine ground beef, onion, bread crumbs, Worcestershire sauce and egg; mix well. Shape mixture into 8 patties, about 1/4 inch thick and 4 inches in diameter. Spoon 1 heaping tablespoon mushrooms in center of each of 4 patties; reserve remaining mushrooms. Top with remaining patties; press edges together firmly to seal.

When ready to grill, place burgers on gas grill over medium-high heat or on charcoal grill 4 to 6 inches from medium-high coals. Cook 8 to 10 minutes on each side or until beef is no longer pink in center. During last 1 to 2 minutes of cooking, place cheese slice on each burger.

Place burgers on bottom halves of buns. Top with remaining mushrooms and top halves of buns.

NOTE: To broil, place food on broiler pan and broil 4 to 6 inches from heat using times provided above as a guide.