In a medium skillet, heat the oil over medium. Add the bacon and cook, stirring occasionally, until crispy at the edges, about 5 minutes. Transfer the bacon to a plate. Pour off all but 2 tbsp. drippings. Add the onions and bay leaf; season with pepper. Cook until the onions are tender, about 5 minutes. Add the garlic and cook, stirring occasionally, until the onions are light golden and just beginning to caramelize, about 15 minutes. Stir in the stock, ketchup, brown sugar, vinegar, Worcestershire, mustard and hot sauce. Simmer over low heat, stirring often, until the mixture thickens a bit, about 3 minutes. Keep warm over low heat, adding a splash of water if it gets too thick. Season with salt and more hot sauce, if desired. Just before serving, stir in the bacon and discard the bay leaf.
In a large bowl, combine the ground meats; season with kosher salt and coarse black pepper. Add the onion and juice, Worcestershire, garlic, cumin, coriander and paprika; drizzle with a little oil, then mix to combine. Form 4 large patties (thinner in the centers for even cooking).
Preheat a griddle or large cast-iron skillet over medium-high. When the pan is very hot, add the burgers. Cook, turning once, about 12 minutes for medium well. Add the cheese, if using, during the last minute or two of cooking. Cover the pan to melt the cheese.
Place the lettuce and pickles on the bun bottoms. Add the patties, a mound of bacon-barbecued onions and the bun tops.