Preheat a grill for high heat.

In a large bowl, mix together the Cheddar cheese, Parmesan cheese, onion, egg, ketchup, Worcestershire sauce, salt and pepper. Crumble in the ground beef, and mix together by hand. Form into 6 patties, and wrap a slice of bacon around each one. Secure bacon with toothpicks.

Place patties on the grill, and cook for 5 minutes per side, or until well done. Remove toothpicks before serving on hamburger buns.