To Make The Chipotle Ketchup: In a saucepan, combine all of the ingredients. Simmer over low heat until thickened, about 20 minutes. (Store in the refrigerator for up to 1 week.)
Preheat the oven to 400 degrees . Place the 8 whole slices of bacon on a broiler pan. Bake in the oven until crisp, about 15 minutes.
In a skillet, heat a drizzle of the olive oil over medium-high heat. Add the chopped bacon and cook until crisp, about 5 minutes. Transfer to paper towels to drain, leaving 2 tablespoons of the bacon fat in the pan. Add the yellow onion, jalapenno and garlic to the pan and cook until softened, 7 to 8 minutes. Let cool.
In a bowl, combine the beef, chopped bacon, onion mixture, paprika, cumin, coriander and oregano; season with salt and pepper. Form into 4 patties (making them thinner at the centers and thicker at the edges for even cooking). Add to the skillet and cook over medium-high heat, turning once, for 8 minutes for medium doneness. Add 1 slice of each cheese on top during the last minute or two of cooking.
Layer each roll bottom with a burger, 2 bacon slices, lettuce, red onion, Chipotle Ketchup and a roll top.