1) For the burgers: Heat the barbecue to medium.
2) Place the strips of streaky bacon on the barbecue (lay them across the grate so they don't fall through) and barbecue for 3 to 4 minutes on each side, until golden brown and slightly crispy. Remove the streaky bacon to a plate lined with kitchen paper. Increase the heat of the barbecue to high.
3) Form the meat into 4 (165g) burgers, brush with the oil and season with salt and pepper on both sides. Barbecue the burgers until golden brown on both sides and cooked completely through, about 5 minutes per side. Top the burgers with the blue cheese, close the cover, and continue cooking until the cheese begins to melt, about 1 minute longer.
4) For the vinaigrette: Whisk together the vinegar, lemon juice, mustard, Worcestershire, garlic, sugar, salt, pepper and oil in a small bowl. Cover and refrigerate for at least 30 minutes before using to allow the flavours to meld.
5) Just before assembling the burgers, place the romaine in a medium bowl and toss with the vinaigrette.
6) Place the burgers on the bottom half of each bap and top with a slice of tomato, 2 slices of avocado, 2 slices of bacon and some of the dressed cos lettuce. Cover each burger with the bap tops and serve.