This burger says 'Olé' from the burger right through to the bun!
Combine chili powder, salt and pepper in small bowl. In large bowl combine 2 tsp of the chili spice blend (reserving the remainder) with the ground beef, egg and bread crumbs. Gently shape into 4 patties, each 3/4-inch thick; make a slight indentation in the centre of each patty. Cover and refrigerate to chill.
Meanwhile, lightly spray onion slices with cooking spray; season all over with remaining spice blend. Thread a metal kabob skewer sideways through each onion slice.
Cook burgers and skewered onion slices on lightly oiled grill over medium heat 425°F (220°C). Cook burgers for 12 to 14 minutes, turning twice, until digital instant read thermometer reads 160°F (71°C) when inserted sideways into each patty. Cook onion slices for 10 to 15 minutes, turning occasionally, until softened and browned.
Serve burger patty on lettuce tucked into a toasted bun that's been spread with nacho-style cheese spread. Top each patty with a grilled onion slice and a dollop of salsa.