2 tablespoons olive oil in a skillet on medium heat. Cook burgers on medium heat for 8 minutes. The burgers may fall apart some while cooking but you are going to pocket then so don't worry about it.
Cut dough into 4 pieces, roll out into rectangles. Place a piece of cheese on the bottom half, place the cooked burger on top of the cheese and place another piece of cheese on top of the burger. Fold over the top of the bread dough and pinch to seal edges.