Preheat an outdoor grill for medium heat, and lightly oil the grate.
Mix together the ground beef, Worcestershire sauce, parsley, and salt and pepper in a bowl, and divide the mixture into 4 portions. Make each portion into a ball, and form a pocket in each ball. Stuff the balls with about 1/4 cup crumbled Roquefort cheese, and gently pat and flatten each ball into a bun-sized burger.
Grill the burgers on the preheated grill until no longer pink in the middle, the cheese is melted, and the burgers show nice grill marks, 7 to 8 minutes per side.
Serve burgers in heated kaiser rolls, with sliced onion, lettuce, and tomato on the side.
