In a large bowl, lightly mix the ground beef, Worcestershire sauce, mustard and pepper. Divide into 8 equal portions and flatten each one into 1/4 inch thick patty. In a separate bowl, combine the crumbled bacon, Roquefort cheese and thyme. Place an equal portion of the bacon mixture onto 4 of the patties. Top with the remaining 4 patties, pressing the edges together to enclose the filling.
Preheat a grill for medium heat. When hot, lightly oil the grate.
Grill the patties for 6 to 8 minutes on each side, or until cooked through. Serve immediately on toasted buns, topped with tomato, onion and lettuce.
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