1. Ask a grown-up to prepare the grill.
2. Prepare the burger patty: Place butter in a big microwave-safe bowl. Cover with wax paper, and microwave at HIGH 30 seconds or until butter melts. Stir in onion. Cover and microwave at HIGH 2 more minutes or until onion is tender. Cool. Add beef, oats, egg, 1/4 cup barbecue sauce, salt, and pepper; mix well. Turn beef mixture out onto a big piece of aluminum foil, and shape into a 9-inch patty.
3. Grill patty, covered with grill lid, over medium-high heat (350° to 400°) 8 minutes on each side or until no longer pink, using a wide spatula to turn. Arrange bacon and cheese on patty the last 2 minutes of cooking.
4. Assemble the burger: Cut loaf of bread in half horizontally. Spread 1/4 cup barbecue sauce over cut side of bottom half of bread. Arrange lettuce over barbecue sauce. Top with burger, tomato slices, and pickles. Cut burger into wedges to serve.