Heat oil in a deep fryer to 375 degrees. Add onion rings and fry in oil until golden brown. Drain on paper towels. Set aside.
Lightly grease the grill rates of an outdoor grill, heat the grill to medium-high heat. Form the beef into four equal patties. Make a depression in the center of each patty using your thumb. Season the patties on both sides with salt and pepper. Place hamburger patties onto the grill and cook turning once, until the internal temperature has reached 160 degrees. During the last few minutes of cooking top each patty with a slice of cheddar cheese. Once the cheese has melted removed the cooked hamburgers from the grill.
While the hamburgers are cooking, split the hamburger buns and place them cut side down onto the grill. Cook until lightly toasted. To make the burgers- Place lettuce onto the top of the bottom half of each bun. Top with a hamburger patty, BBQ sauce, and 2 onion rings. Spread the mayonnaise onto the bottom of the top half of the bun. Place the top half of the bun onto the burger.