Heat oil in a deep, 10-inch skillet over medium-low heat. Cook the onion in the oil until translucent. Crumble the tempeh into the skillet; cook and stir until golden brown. Add the green pepper and garlic; cook another 2 to 3 minutes.
Stir in the tomato sauce, Worcestershire sauce, honey, molasses, cayenne pepper, celery seed, cumin, salt, coriander, thyme, oregano, paprika, and black pepper; stir. Simmer another 10 to 15 minutes. Spoon hot onto hamburger buns to serve.