Lay out ground chuck in a single layer and season well with salt and pepper. Divide chuck into four portions.
Wrap each piece of Manchego in a 4-inch square piece of ham. Heat oil in a frying pan over medium heat. Add each ham-and-cheese bundle and fry, turning, until ham is crisped and cheese is beginning to melt. Allow to cool slightly, fold meat around each bundle to form hamburgers about 1 inch thick.
Grill burgers for about 4 to 5 minutes a side or until just cooked through.