01 - Preheat grill or grill pan to medium-high heat.
02 - In a bowl, combine ground beef, salt, pepper, smoked paprika, and Worcestershire sauce. Mix gently until just combined.
03 - Divide mixture into 8 equal portions and shape into small patties, slightly larger than the buns.
04 - Grill patties for 3–4 minutes per side, or until desired doneness. Place a slice of cheddar on each patty during the last minute of cooking to melt.
05 - Meanwhile, split pretzel buns and brush cut sides with melted butter. Toast buns on the grill or in a skillet until golden.
06 - Place a beef patty on each bun bottom. Top with a slice of bacon, fried onions, jalapeño slices if desired, and a generous drizzle of barbecue sauce.
07 - Cover with bun tops and secure with skewers if desired. Garnish with chives. Serve immediately.