Grill Rocket Patty over high heat, approximately 5 minutes. Turn the burgers over and cover with plenty of Cheddar cheese. Close the lid and continue grilling until the cheese melts, another 4 minutes.
Assemble by placing each patty on a bun and top with a raw onion round, sauteed onion, and spread about a spoonful mustard sauce on top. Serve the remaining mustard sauce alongside the burgers if more is desired.