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PREHEAT grill to medium-high heat. Mix meat, cheese, bread crumbs and 2 Tbsp. of the barbecue sauce. Shape into four patties.
PLACE patties on grill; cover grill with lid. Grill 4 to 6 min. on each side or until burgers are cooked through (160°F), brushing with remaining 2 Tbsp. barbecue sauce during last 2 min. of grilling time.
FILL buns with burgers and lettuce, if desired.