Mix mayo, Dijon mustard, BBQ sauce, and hot sauce until smooth. Set aside.
Combine ground beef, Worcestershire, salt, and pepper. Gently mix and shape into 6 oval patties.
Melt 4 tbsp butter in a skillet over medium heat. Cook onions for 10–12 minutes until golden and soft. Set aside.
Wipe skillet, then cook patties over medium-high heat, 2 minutes per side, until browned and juicy. Remove and wipe skillet again.
Butter bread slices. In the skillet, layer buttered bread (butter-side down) with secret sauce, onions, cheese, patty, more cheese, onions, sauce, and top with another buttered slice.
Cook over medium heat until bread is golden and cheese melts, about 3–4 minutes per side. Press gently and repeat with remaining sandwiches.