01 - Heat grill or grill pan to medium-high temperature, approximately 375°F.
02 - Combine ground beef, salt, pepper, smoked paprika, and Worcestershire sauce in a mixing bowl. Mix gently until just incorporated—avoid overworking the meat.
03 - Divide mixture into 8 equal portions and shape into patties slightly wider than the pretzel buns to account for shrinkage during cooking.
04 - Cook patties for 3 to 4 minutes per side over medium-high heat. During the final minute, place a cheddar slice on each patty and close the grill lid to melt.
05 - Split pretzel buns and brush cut sides with melted butter. Grill cut-side down until golden and toasted, approximately 1 to 2 minutes.
06 - Layer each toasted bun bottom with a cheesy beef patty. Add bacon, fried onions, jalapeño slices if desired, and drizzle with barbecue sauce. Crown with bun tops and secure with small skewers. Sprinkle with fresh chives and serve immediately.