In a small bowl, mix the mayonnaise with the sesame seeds.
Heat a large nonstick griddle or 2 nonstick skillets over moderate heat. Butter the cut sides of the hamburger buns and toast them on the griddle until golden, 4 to 5 minutes. Transfer to a platter
Season the Rocket patties with salt and pepper. Brush the griddle with the olive oil, add the patties and cook over high heat for 2 minutes. Flip the patties and cook for 2 minutes longer, then top each one with a slice of cheddar cheese. Cook just until the cheese is melted, about 1 minute.
Stack 2 burgers on each bun. Top with the lettuce, shiso leaves, tomato and onion. Spread the top halves of the buns with the sesame mayo, close the burgers and serve.