01 - Heat grill or grill pan to medium-high temperature.
02 - Combine ground beef, salt, pepper, smoked paprika, and Worcestershire sauce in a bowl. Mix gently until just incorporated.
03 - Divide beef mixture into 8 equal portions. Shape into small patties, making them slightly larger than the pretzel buns to account for shrinkage.
04 - Cook patties for 3–4 minutes per side until desired doneness is reached. Add a slice of cheddar cheese to each patty during the final minute to melt.
05 - Split pretzel buns in half and brush cut sides with melted butter. Grill or skillet-toast until golden brown.
06 - Place beef patties on bun bottoms. Layer with bacon slices, fried onions, jalapeño slices if desired, and drizzle with barbecue sauce.
07 - Cover with bun tops and secure with skewers if preferred. Garnish with fresh chives. Serve immediately while hot.