So my first attempt didn't work out so well, but I'll share it here so others can learn from it and as part of the documentation process. Generally a true grill master never admits defeat, but in the interests of science or something I'll let it slide this time.
Basically my first approach was to work in some buffalo sauce with the hamburger before forming the patties. Now as anyone knows, you don't go light on buffalo sauce (by the way, I use Frank's Red Hot Wing Sauce, which is pretty much the best you can get without going to some specialty store down south or whatever). So anyway, I mixed it in with the meat and immediately noticed that this had the effect of causing the hamburger to become almost mushy. The patties totally lacked the kind of cohesion you generally expect in a well made burger. I formed them up around the blue cheese chunks and put them in the fridge for awhile, hoping they would firm up.
When it came time to grill, they really hadn't solidfied at all, making them far too delicate for grilling. I only made three, and one fell apart immediately. The other two made it through alright, but I noticed that the meat had dried out considerably. Not to the point where it wasn't tasty, but it wasn't the moist, delicious hamburger one would expect. Also, despite having used a large amount of wingsauce, the flavor just really didn't permeate the way I was hoping for.
So my next attempt, I'm leaning towards creating the patties first, and then marinating them in wing sauce. That, combined with a liberal basting towards the end of the cooking cycle might do a better job of carrying the buffalo flavor to the dinner plate.
Posted by Nat Tarbox.