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Mix the beef mince, burger relish, salt, pepper, smoked paprika, mustard, and Worcestershire sauce in a bowl.
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Shape into 4 thick burger patties of equal size. Place a rolled ball of burger cheese in the middle of two of the patties, then top with a second patty and seal them together to form one big filled monster patty.
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Preheat the grill to 180°C and set up for two zone cooking.
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Place patties on indirect heat, cover, and smoke for 20 minutes until they reach 55°C internal temp.
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Remove and let them cool slightly.
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Roll out the puff pastry and cut into 4 squares - 2 squares should be slightly bigger in order to encase the wellington.
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Place 3 slices of streaky bacon on top of the bottom layer of pastry then lay another three across to form a cross shape. Place a burger on top and wrap the bacon around like a parcel.
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Wrap the top layer of pastry around the burger like a parcel, sealing the edges.
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Brush with beaten egg and sprinkle with sesame seeds.
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Raise the temperature of the grill to 200°C still two zone cooking.
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Place the wrapped burgers on a pizza stone or baking tray on the grill on indirect heat.
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Bake for 20-25 minutes until the pastry is golden brown and crispy.
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Let them rest for 5 minutes, then slice open to reveal the juicy burger inside.
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Serve with a generous dollop of burger relish on top.
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Garnish with pickled onions and fresh rocket for an extra BBQ edge.