How to Make It
In a small bowl, blend the Roquefort with the butter. Scrape the butter onto plastic wrap and roll into a 4-inch cylinder. Refrigerate until firm, about 1 hour. Slice the butter into 4 disks.
Gently shape the ground sirloin into 4 thick patties. Using your thumb, make a depression in the center of each patty and fill with a disk of Roquefort butter. Fold the meat over to encase the butter completely and gently pat the burger into a plump, round patty.
Light a grill. Thread each onion slice onto a skewer. Brush the onion and tomato slices with 1 tablespoon of olive oil and season with salt and pepper. Lightly brush the grate with vegetable oil. Grill the onions over a medium-hot fire until charred and tender, about 5 minutes per side. Grill the tomato slices until charred, about 1 minute per side.
Season the burgers with salt and pepper and grill over a medium-hot fire until browned and cooked through, about 6 minutes per side. Transfer to a platter and let stand for 2 minutes. Brush the cut sides of the rolls with the remaining 1 tablespoon of olive oil and grill until lightly browned, about 10 seconds. Set the burgers on the rolls, top with the onion, tomato and arugula and serve.