Preheat grill or grill pan over medium heat.
Mix together the ground beef, steak seasoning, and Worcestershire sauce, then season generously with salt and pepper. For each serving, form the meat into two thin patties (a smaller top patty, and a larger bottom patty). Place the cheese in the middle on the bottom patty, and place the smaller top patty over it, pinching up the edges to seal it very well.
Grill burgers to desired doneness (see below) using a thermometer. Let the Juicy Lucys rest for a minute or two before serving. (This is essential, as the cheese inside will be way too hot to bite into.)
Toast the buns on the grill or in a 350°F oven until golden brown. Place the burger on the bun with pickles, lettuce, tomato, and onions. Serve with ketchup or your choice of condiments.