HEAT grill to medium heat.
MIX meat and mustard until well blended; shape into 8 (1/2-inch-thick) patties. Stack 2 cheese pieces in center of each of 4 patties; top with remaining patties. Pinch edges together to seal.
GRILL 6 to 8 min. on each side or until done (160ºF). Meanwhile, grill rolls 1 min. or until lightly toasted.
FILL rolls with burgers, lettuce, tomatoes, onions and steak sauce.