Preheat a charcoal or gas grill for direct cooking over high heat (500°). Rub Hatch chiles with canola oil. Grill for 5 to 7 minutes or until blistered and slightly charred. Remove from grill and place in a glass bowl. Tightly cover with plastic wrap; set aside.

Prepare grill for indirect cooking over low heat (250°). Combine beef, salt, and pepper in large bowl. Be careful not to overmix. Form 4 meatballs.

Tightly cover the bottom and sides of a beer can with foil. Form burgers by pressing the beer can into each meatball to form a cup. If necessary, press the meat one-third up the side of the beer can. Wrap 2 slices of bacon around each burger cup; skewer together with wooden toothpicks. Gently twist beer can to remove from meat.

Peel, seed, and chop Hatch chiles; set aside 2 tablespoons chiles. Combine remaining chiles, cream cheese, and half of shredded Hatch pepper cheese; set aside ¼ cup cream cheese mixture. Stir Gouda cheese into the remaining cream cheese mixture.

To stuff burgers, spoon cream cheese-Gouda mixture in burger cups. Top with remaining shredded Hatch pepper cheese and reserved 2 tablespoons chiles.

Place a sheet of heavy foil on grill rack. Grill burger cups on foil for 35 to 45 minutes or until meat reaches 160° and cheese is melted. To assemble burgers, place lettuce on bun bottoms. Top with burgers, tomato, and red onion. Spread the reserved ¼ cup cream cheese mixture on bun tops and place on top to enclose sandwiches.