Mix in a medium bowl, the ground beef, blue cheese and onion.
Season with mustard, Worcestershire sauce, and pepper.
Mix well, using your hands if necessary.
Form into four patties, and place on a plate.
Cover and place in refrigerator for 1 hour.
Preheat grill on high.
Remove the hamburger patties from the refrigerator, and pour enough hot wing sauce over them to cover the top surface.
Let sit for 10 minutes.
Place on the hot grill, and cook for about 5 minutes per side, or well done.
Serve on buns.
You can baste burgers with additional wing sauce while cooking if you would prefer.