1. Cook bacon in medium skillet over medium heat until crisp, 7 to 9 minutes. Transfer bacon to paper-towel-lined plate; set aside. Measure 2 tablespoons bacon fat into heatproof bowl; refrigerate until just warm.

2. Using large chimney starter, ignite 6 quarts charcoal (about 100 briquettes) and burn until covered with thin coating of light gray ash, about 20 minutes. Empty coals into grill; build modified two-level fire by arranging coals to cover half of grill. Position cooking grate over coals, cover grill, and heat grate for 5 minutes; scrape grate clean with grill brush. Grill is ready when coals are medium-hot (you can hold your hand 2 inches above grate for 3 to 4 seconds).

3. Meanwhile, mash bread and milk in large bowl with fork until homogeneous (you should have about 1/4 cup). Stir in salt, pepper, garlic, steak sauce, and reserved bacon fat; mix until thoroughly blended.

4. Break up beef into small pieces over bread mixture. Using fork or hands, lightly mix together until mixture forms cohesive mass. Divide meat into 4 equal portions. Gently toss one portion of meat back and forth between hands to form loose ball. Gently flatten into 3/4-inch-thick patty that measures about 4 1/2 inches in diameter. Press center of patty down with fingertips until it is about 1/2-inch-thick, creating a slight depression in each patty. Repeat with remaining portions of meat.

5. Lightly dip wad of paper towels in vegetable oil; holding wad with tongs, wipe cooking grate. Grill burgers on hot side of grill, uncovered, until well seared on first side, 2 to 4 minutes. Using wide metal spatula, flip burgers and continue grilling, about 3 minutes for medium-well or 4 minutes for well-done. Distribute equal portions of cheese on burgers about 2 minutes before they reach desired doneness, covering burgers with disposable aluminum pan to melt cheese. While burgers grill, toast buns on cooler side of grill, rotating buns as necessary to toast evenly. Serve burgers on toasted buns, topping each burger with 2 strips bacon.

Serves 4