Arrange the bacon in a large nonstick skillet and heat over medium heat. Slowly crisp up the bacon, cooking for 3 or 4 minutes on each side. Remove the bacon from the skillet, and, when cool, chop.
Add the EVOO to the remaining drippings and set aside.
Place the lean ground beef in a large mixing bowl, season with salt and fresh ground black pepper, and mix in the mustard powder.
Divide the meat into 4 equal portions. Shape each portion into a burger, making a well in the center.
Fill the well of each with one quarter of the crisp bacon pieces and 2 tablespoons of the cheese. Carefully form the burger around the cheese and bacon filling, making sure the filling is completely covered.
Return the skillet you cooked the bacon in to medium-high heat.
Add the burger patties to the hot skillet and cook for 2 minutes on each side, then reduce the heat to medium-low and cook the burgers for 5 to 6 minutes longer, turning occasionally. Do not press down on the burgers as they cook.
Serve each burger on a bed of lettuce topped with sliced tomato and chopped pickles.