Preheat your grill to a medium-high heat.
In a bowl, mix the ground beef with the salt, black pepper, grated chili, and the egg yolk.
Shape the mixture into patties, making sure they are less than an inch thick for a quick cook or thicker if you have more time.
Lightly oil the grill pan and place the patties on the grill, cooking them to your preferred doneness.
While the patties cook, grill thick onion slices and the burger buns for added flavor and texture.
Once the patties are cooked, place a slice of cheddar cheese on each one and let it melt.
Assemble your burger by layering lettuce, tomato slices, the cheesy beef patty, grilled onions, ketchup, and mustard on the toasted buns.