Transfer the chicken, Worcestershire sauce, and 5 spices to a bowl. Without overmixing the chicken, incorporate all the ingredients together evenly. Let it marinate for 30-1 hour in fridge.
While the chicken is marinating, take a skillet and over medium heat melt the butter, add the olive oil and the onion slices. Spread the onions over the pan and let them start cooking. After about 5 minutes, turn heat to medium low and occasionally stir. They will cook for about 25-30 minutes.
Prepare indoor or outdoor grill over medium heat.
Form the chicken mixture into four 1/2" thick patties. Grill burgers over medium heat until cooked through, 5-7 minutes per side. When the burgers are on their second side of cooking top with cheddar cheese slices to melt.
To assemble the burger: Place chicken patty (cheese side up) on bottom bun, then add caramelized red onions, BBQ sauce (as little or much as you want), and a few pieces of cilantro.