Preheat barbecue to medium-high heat. Brush chilli and red onion with a little oil. Cook chilli on the grill for 5 mins, or until skin blisters. Cook the red onion for 2 mins on each side, or until charred. Set aside until cool. Set onion aside on a plate.
Line a tray with baking paper. In a medium bowl, mix pork mince and oyster sauce until well blended. Shape mixture into 4 burgers and place on prepared tray.
Flatten each so that they are slightly wider than the rolls.
Lightly brush rolls with oil and cook on grill plate for 2 mins on each side, or until lightly browned.
Cook patties for 3-4 mins on each side until cooked through.
Remove seeds from chili and finely chop. Mix with mayonnaise, lemon juice, lemon zest and cayenne pepper, then season with salt and pepper.
Spread avocado over roll bases. Top each with lettuce, then burgers, onion, tomato and cheese. Spread lids with chilli mayonnaise.