Prep Smoker: Preheat smoker and prep for indirect cooking with lump charcoal and wood chunks. Target 225 degrees Fahrenheit. Same temperature if using a pellet smoker.
Combine: In a large bowl, combine rub and Worcestershire with the ground beef and form into 4 patties.
Smoke: When grill at desired temperature place the burger on the indirect side of the grill and smoke for 45 minutes to an hour or until the internal temperature reaches 140 degrees F. Remove the burgers.
Grill: Add more charcoal to the grill bringing the temperature to 500 degrees F. Place the burger over direct heat and grill for 3 minutes on one side. Then flip and add cheese to the top of the burger. Close lid and continue cooking until the internal temperature of the burger reaches 160 degrees Fahrenheit.
Serve: Construct your burger with your favorite toppings and then enjoy with your favorite wine or beer.