Form the ground beef into 4 patties, about 3 1/2 inches in diameter. Sprinkle both sides of each patty liberally with salt and pepper.
Heat a grill, grill pan, or cast-iron skillet over high heat, adding the canola oil if applicable. Cook the patties for approximately 3 minutes, then flip and top with 1 slice of Cheddar (cover to melt). Continue cooking for an additional 3 minutes for medium, or continue cooking to your desired doneness.
Build the burgers by placing each cooked patty on a slice of toast. Top with the tomatoes, lettuce and Candied Bacon. Smear the top toast slices with the Bacon Mayonnaise and place on top of other ingredients. Serve immediately.
Preheat the oven to 350 degrees F.
In a small bowl, mix together the brown sugar, cayenne and cinnamon. Place the bacon slices on a wire rack set over a rimmed sheet tray. Sprinkle each piece with half the sugar/spice mixture. Cook 10 minutes. Flip and sprinkle with the remaining sugar/spice mixture and cook an additional 10 minutes. Remove the bacon from the oven and allow to cool.
Whisk together the mayonnaise and sour cream in a small bowl. Stir in the bacon and chives. Season with salt and pepper. Cover and keep in the refrigerator until ready to use. Will keep for up to 1 day.