Add the oil and onions to a saucepan on medium heat, cover with a lid. Let the onions cook, stirring occasionally until they become soft and golden brown (if the onions get too dark add a tablespoon or two of water this will smooth out the coloring). Remove from the pan and set aside. Use the pan to cook the burgers.
In the meantime, mix together the ground beef, steak seasoning, and Worcestershire sauce and form into oblong patties to fit the shape of the bread.
Preheat a panini style grill. Lightly grease with nonstick spray.
Cook the burgers in the pan, on both sides to your desired doneness (see below) using a thermometer. Then remove from the pan and set aside.
Layer the bread with cheese, onion, and burger.
Cook the sandwich on the panini grill until the bread is golden brown the the cheese is melted.Alternatively, use a non-stick pan over medium heat and cook the sandwich on both sides until golden brown while melting the cheese Cut in half and serve with pickles. Serve with ketchup or your favorite condiments.