Preheat a cast-iron skillet or griddle pan over medium-high heat. Combine the chuck, worcestershire, onion, salt and lots of pepper. Form into 4 patties (thinner at the center and thicker at the edges for even cooking). Add the oil to the hot pan, add the patties and cook, turning once, for 8 to 10 minutes for medium-rare to medium. Top the patties with the cheese, folded to fit the burgers, during the last 2 minutes of cooking.
Meanwhile, in a separate skillet, melt the butter over medium heat. Add the mushrooms and cook until browned, about 12 minutes. Add the shallot, season with salt and pepper and cook for 2 to 3 minutes more. Deglaze the pan with the sherry and remove from the heat.
In a bowl, stir together the sour cream, buttermilk, herbs, lemon juice, hot sauce and garlic; season with salt and pepper.
Put the cheeseburgers on the roll bottoms and top with the mushrooms. Slather the roll tops with the dressing and set into place.