Combine ground beef, egg, Worcestershire, and TABASCO® Sauce in a medium bowl and mix well. Divide into five portions.
Form three-quarters of each portion into a patty. Make an indentation in the center of each patty and fill with 2 tablespoons cheese; cover cheese with remaining quarter of meat and form into a finished patty.
Preheat broiler. Broil burgers 3 to 5 minutes on each side or to desired doneness.
Makes 4 servings.