How to Make It
Make the hickory sauce In a medium saucepan, heat the oil. Add the onion and cook over moderate heat, stirring occasionally, until golden brown, about 10 minutes. Add the next 6 ingredients and cook, stirring occasionally, until thick, about 5 minutes. Transfer the sauce to a blender and puree until smooth; season with salt. Transfer to a medium bowl and let cool to room temperature.
Make the sliders Preheat the oven to 400°. Arrange the bacon on a rack set over a baking sheet. Bake until golden and crisp, 25 minutes. Transfer to a paper towel–lined plate to drain, then break the slices in half. In a medium bowl, toss the onion with the vinegar and a pinch of salt.
In a large ovenproof skillet, heat 2 tablespoons of the butter. Season the beef patties with salt and pepper and add half of them to the skillet. Cook until browned on the bottom, about 2 minutes. Flip, then top each with 1 tablespoon of the hickory sauce and 2 tablespoons of the cheese. Transfer the skillet to the oven and cook until the cheese melts and the patties are just cooked through, 1 to 2 minutes. Transfer the burgers to a work surface, cover with foil and repeat with the remaining butter, patties, hickory sauce and cheese.
Spread mayonnaise on the buns and top with the sliders, tomatoes, bacon, pickled onion, pickles and shredded lettuce. Close the sliders and serve with the remaining hickory sauce on the side.