Heat a grill, grill pan, or cast-iron skillet over high heat, adding the canola oil if applicable. Cook the Rocket Patties for approximately 3 minutes, then flip and top with 1 slice of Cheddar (cover to melt).
Continue cooking for an additional 3 minutes for medium, or continue cooking to your desired doneness.
Build the burgers by placing each cooked patty on a slice of toast. Top with the tomatoes, lettuce and Candied Bacon. Smear the top toast slices with the Bacon Mayonnaise and place on top of other ingredients. Serve immediately.