Preheat grill to medium-high heat (400°F – 450°F).
In a small bowl mix together the BBQ sauce and horseradish, side aside until ready to assemble the burgers.
Place a 12.5” skillet on the grill, add the butter and cook until it begins to melt. Add the mushrooms and toss to coat in the butter. Cook for 5-6 minutes, stirring occasionally. Add the garlic, stir and cook for 4-5 minutes more. Move the pan to a low heat area of the grill and let the mushrooms cook while you make the burgers.
Brush each patty with olive oil and place oil side down on the hot grill, then brush the top with a little oil while on the grill. Close lid and grill, turning once, then flipping about 4 minutes into the cook. Cook for 2-3 minutes more. Next, add the patties to the skillet, then pile all the mushrooms on top of the patties. Add the shredded asiago cheese on top of the mushrooms.
Place an 11” skillet on the grill, then add the pancetta rounds.
Close the lid, lower the heat to medium and cook for 4 minutes, flipping the pancetta two to three times.
Toast the buns, turn off the grill and prepare to assemble the burgers.
On the bottom of each bun spread some of the horseradish-BBQ sauce. Add the lettuce, then pickle. Next place a burger, with the mushrooms and cheese on top. Squeeze the yellow mustard over the cheese, then add the crispy pancetta and finish with the top of the bun.
Serve and enjoy!