Combine first 5 ingredients in a large bowl; mix well. Shape into 4 patties.
Grill patties, covered, over high heat (450° to 600°) for 5 minutes. Turn patties over; grill 2 to 3 minutes or until cooked to desired degree of doneness. Place 1 cheese slice on each patty; grill 1 more minute or until cheese melts.
Place rolls, cut-sides down, on grill rack; cover and grill 1 minute or until toasted. Place 1 patty on bottom half of each roll; top with tomato, avocado, bacon, jalapeños, if desired, and top halves of rolls.