Heat the olive oil in a large skillet over medium-high heat. Add the sliced onions and season with salt and pepper. Add the jalapenos and brown sugar and saute until the onions are caramelized and soft, about 15 minutes.
Puree the mayonnaise and roasted red peppers in a blender or food processor until creamy. Season with salt and pepper.
Heat a grill to high. Grill the Rocket Patties until cooked to the desired doneness.
Spread 1 tablespoon red pepper mayonnaise on both sides of the rolls. Lay a burger on the bottom half and top with caramelized onions, a slice of cheese and the top half of the roll.