I did add breadcrumbs to the recipe as the other poster suggested, and they did stay together better. However, I wasn't too thrilled with the flavor. I think it might have been too salty with the blue cheese.
These hamburgers had very good flavor, but I was a little disappointed that they fell apart when cooked. Next time I make these I think I'll add some breadcrumbs or broken up bread to the mix so they stay together better.