Preheat grill or grill pan on medium heat.
Preheat the oven broiler on low
Heat the oil in a nonstick pan on medium heat. Saute the mushrooms until they are soft and any liquid emitted has evaporated from the pan.
Mix together the ground beef, steak seasoning, and worchestershire sauce, season generously salt and pepper, and form into patties. Grill burgers to desired doneness (see below) using a thermometer. When the burger is 3/4 of the way cooked remove from the grill and place on a baking sheet.
Top the burger with mushrooms and bleu cheese. Place under the broiler to melt the cheese.
Toast the buns on the grill or underneath the broiler until golden brown. Place the burger on the bun with lettuce, tomato, and onions. Serve with pickles and ketchup or your choice of condiments.