Preheat broiler. Combine beef, egg, Worcestershire and TABASCO® Sauce in a medium bowl and mix well. Divide into 4 portions. Form 3/4 of each portion into a patty, reserving remainder.
Make an indentation in center of each patty and fill with 1 tablespoon cheese. Cover cheese with reserved meat and form finished patty. Broil patties 3 to 5 minutes on each side or to desired doneness. Serve immediately.
Makes 4 servings.