How to Make It
In a bowl, whisk the mayonnaise with the garlic and season with salt, black pepper and cayenne.
Heat a cast-iron griddle or grill pan. Shape the ground meat into six 1/2-inch-thick patties. Brush the burgers with oil and season generously with salt and black pepper. Cook the burgers over moderately high heat until they are well browned on the bottom, about 4 minutes. Flip the burgers and cook for 2 minutes longer. Top each burger with some of the blue cheese, tent with foil and cook for 2 minutes longer, until the cheese is slightly melted and the burgers are medium-rare.
Spread the buns with the garlic mayo. Set the burgers on the buns and top with the pickled onions, arugula and roasted pepper slices. Close the burgers and serve right away.