Make your burger patties and season on both sides. Let them sit to firm up.
Cut the onion into thin half rings.
Heat your skillet over medium heat. When hot, fry the bacon to your desired level of chewy or crispy.
When the bacon is done, remove to a plate and add the olive oil and butter.
Add the onions and salt and stir through. Cook until soft, ~5 minutes, then reduce the heat to medium low and cook another 10-20 minutes until onions are caramelized. Remove to a plate and turn the heat up to high.
When hot, sear the patties 2-3 minutes on each side. They will finish in the oven.
Preheat your oven to 350 degrees F
Lightly grease a small glass dish to build the Wellingtons. If you have a small, round, flat bottom dish about burger size, these would be ideal.
Lay the puff pastry over and into the dish, gently working it down into the bottom. then build the Wellingtons in the dish.
I like to build them in this order (remember, you are building them upside down): cheese slice, bacon, burger patty, 3 pickle slices, Tbsp of burger sauce, ½ the caramelized onions, cheese slice, and burger patty.
Fold the pastry corners up and over the patties, pinching them tightly together – if they’re not tight, they will blow apart and leak.
Invert the bowl to release the Wellington onto a small sheet pan covered by a sheet of parchment paper. Brush generously with the egg wash and sprinkle with sesame seeds and some kosher salt. Repeat with the other Wellington.
Bake in the 350F oven for 30-35 minutes. It will take all of this time to bake the pastry; if the tops start getting too brown, cover lightly with some foil.
Slice in half and serve with French fries or a tossed salad.