Form your burger patties and season both sides with salt and pepper. Leave your burgers out 30 minutes before cooking.
Place the bacon in the pan while cold and bring to medium heat. Fry the bacon until crisp. You can prepare the bacon however you normally do whether that be in the oven or on the stovetop.
Use 2-3 tablespoon of the bacon grease and bring the heat to medium. Add the onions to the pan and saute, stirring occasionally. Season with salt and pepper. Saute for about 8-10 minutes until the onions soften.
Stir in the balsamic vinegar, lemon juice, red wine vinegar, and sugar. Bring the sauce to a simmer. Lower the heat to medium-low and simmer for 30-45 minutes The onions will slowly start to get "jammy" and the sauce will get darker. The Key here is patience.
Continue to simmer until the sauce slowly returns together when you drag a spoon through.
Grill the burgers on the grill at medium-high temperature or on a cast iron pan at medium temperature. After flipping the burgers, top them with blue cheese crumbles until they reach the desired temperature.
Assemble burgers with bacon and onion jam and serve
Notes
Onion jam has a lot of sugar in it and requires you to pretty much stay in the kitchen the entire time it is cooking. You have to stir it often because the sugar can quickly burn.
If you cook the burgers on a cast iron pan, I like to go with a slightly lower heat than if I am grilling. The burgers tend to burn faster on the direct heat from the cast iron pan.
The bacon and onion jam can be cooked ahead of time and easily reheated if you're serving these at a party.