In a bowl, mix the ground beef, onion, egg, hot pepper sauce, and bread crumbs. Season with paprika, parsley, salt, and pepper. In a separate bowl, mix the cheese, red chile pepper, and jalapeno pepper. Form the beef mixture into 4 balls, and press a well in the center of each. Stuff with equal amounts of the cheese mixture. Press meat around filling to seal. Arrange on a baking sheet, and press gently into thick patties.
Bake 20 minutes in the preheated oven, turning once, until well done.