Place the yeast and 1 teaspoon of the sugar in the warm water and let it sit for five minutes. In a large bowl, combine the flour, remaining sugar and salt. Add the water mixture, the milk, and the melted butter and stir to thoroughly combine. Place a damp towel over the bowl and allow the dough to rise for 1 hour.
Meanwhile, brown the meat and the onion & jalapeño in a skillet. Add the cheese, Worcestershire sauce, salt and pepper, and stir to combine.
When the dough has risen, remove it to a well-floured surface and knead it until it is no longer sticky, adding flour as is necessary. This should take about 5 to 7 minutes. Using a floured rolling pin, roll out the dough into the shape of a square of about 16” by 16”. Cut the rectangle into 16 square pieces of dough by cutting it into 4 columns, and then cutting each column into 4 equal pieces. Each square should be roughly about 4” by 4”. Roll each piece until it is slightly larger.
Place an equal scoop of the meat mixture on 8 of the squares. Cover each with another square of dough and pinch it around the edges to fully seal it. Place each burger onto a lightly buttered cookie sheet, separated by 2”. Set aside and allow the dough to rise again for 20 minutes, until the burgers are puffy and enlarged.
Meanwhile, preheat the oven to 350 degrees. When the burgers have finished rising again, place them in the oven and bake until they are golden, about 30 minutes. Brush the tops with a little melted butter.