Stir together mayo, Worcestershire, lemon juice, pepper, garlic powder, paprika, and Creole seasoning. Chill.
Mix garlic powder, onion powder, paprika, black pepper, and Creole seasoning. Set aside.
Mix ground chuck, cheese cubes, and marinade. Form into ½-inch thick patties and freeze for 20 minutes.
Cook chopped onions with butter and salt over medium heat for 30–40 minutes until deep golden, stirring occasionally.
Preheat smoker to 250–275°F. Smoke patties 30–40 minutes until they hit 165°F. Sprinkle rub on in final 5 minutes.
Top patties with cheese slices in last few minutes to melt.
Rest patties 6 minutes. Toast buns until golden.
Spread Cajun sauce on buns, add patty, onions, and extra sauce if desired. Top and serve.