Preheat a gas grill to high or prepare coals for direct-heat cooking on charcoal grill. Form ground beef into 3 equal patties without over working and making the center slightly thinner than the edges. Rub each patty with the chili powder and season with salt and pepper. Grill over high heat, approximately 5 minutes. Turn the burgers over and cover with plenty of Cheddar cheese. Close the lid and continue grilling until the cheese melts, another 4 minutes.
Meanwhile, prepare the onions by placing one of the sliced onions in a large skillet over medium heat with 2 tablespoons canola oil. Season with salt and pepper and let the onions saute for approximately 30 minutes, tossing occasionally, or until they are lightly brown and caramelized. Season with salt and pepper.
Combine the Dijon mustard, whole grain mustard, sour cream, horseradish, Worcestershire sauce, and salt and pepper in a bowl.
Assemble by placing each patty on a bun and top with a raw onion round, sauteed onion, and spread about a spoonful mustard sauce on top. Serve the remaining mustard sauce alongside the burgers if more is desired.
NotesThe spices and toppings make this burger one to remember. One-third pound of the ground beef patties are rubbed with a homemade chili powder blend of ancho, chipotle, and pasilla chiles and topped with both sweet caramelized onions and a slice of sweet raw onion and then slathered with a zesty mustard sauce.