1. To make Pickled Okra Russian Dressing: Combine dressing ingredients; cover and refrigerate for at least 30 minutes.
2. To make Red Cabbage Slaw: Whisk together vinegar, honey, oil, salt, and pepper in a large bowl. Add cabbage and carrot; toss to combine. Let sit at room temperature for at least 15 minutes.
3. Prepare grill.
4. Form the ground buffalo into 4 (1/2-inch) thick patties. Season with salt and pepper. Grill 3–4 minutes or until golden brown. Flip the burgers, and continue cooking them 3 more minutes or until a meat thermometer reaches 160° (medium).
5. Place a slice of Gruyère on each burger, close grill lid. Cook about 1 minute or until cheese begins to melt.
6. Spread 1 tablespoon of the Pickled Okra Russian Dressing on tops and bottoms of each bun. Place a burger on the bottom half of each bun, top with Red Cabbage Slaw, and cover with top of bun. Serve immediately.