Preheat a grill or grill pan to medium-high. In a large bowl, combine the chicken, cheese, garlic, rosemary, fennel seeds, crushed red pepper, allspice, orange peel and 1/4 teaspoon salt; season with black pepper. Form the mixture into 4 patties, pressing your thumb into the center of each to keep it from bulging as it cooks. Set the patties aside.
In a medium skillet set on the grill, heat 2 tablespoons EVOO, 2 turns of the pan. Add the pancetta and cook until crisp, 3 to 4 minutes, then add the onions and season with salt and lots of black pepper. Add the bay leaf and cook, stirring occasionally, until the onions begin to brown, about 10 minutes. Discard the bay leaf. Stir in the vinegar, honey, Worcestershire sauce and orange juice and cook, stirring occasionally, until thickened, 6 to 7 minutes (if the sauce begins to dry out, stir in a little water).
Drizzle the patties liberally with EVOO. Grill until firm to the touch but still juicy, about 5 minutes on each side. Transfer to a plate to rest for 5 minutes. Toast the rolls on the grill and drizzle with EVOO. Set aside.
In a medium bowl, toss together the lettuces; pile onto the roll bottoms. Top each with a patty, onion sauce and a roll top.