In a large skillet, cook bacon over medium heat until crisp, stirring occasionally. Remove with a slotted spoon; drain on paper towels. Cook and stir mushrooms, onion and peppers in bacon drippings until tender. Using a slotted spoon, remove to a small bowl, cool completely. Stir in bacon.
In a large bowl, combine beef, steak sauce and seasoned salt, mixing lightly but thoroughly. Shape into 16 thin patties. Top 8 of the patties with cheese, folding over cheese to fit within ¾ inch of edge. Spread with mushroom mixture. Top with remaining patties, pressing edges to enclose filling.
Grill burgers, uncovered, over medium-high heat or broil 4 inches from heat for
5–6 minutes on each side or until a thermometer inserted in meat portion reads
160 degrees. Serve on rolls.