Preheat an outdoor grill for high heat, and lightly oil the grate.
Mix the ground beef, Worcestershire, garlic, onion, salt, and pepper. Shape into 6 thin patties. Cook on the preheated grill until the burgers are cooked to your desired degree of doneness, about 3 minutes per side for well done. An instant-read thermometer inserted into the center should read 160 degrees F (70 degrees C). Place the cheese slices on the burgers during the last minute of cooking.
Heat the can of chili in a saucepan until hot. Cut the hamburger patties in half and put two halves into a hot dog bun, side by side. Place the pickles in the buns and top with chili.
