Put 2 tablespoons extra-virgin olive oil in a pot over medium high heat. If you're cooking outside you can cook over the grill flames. Add the pancetta to the pot and crisp it up, 3 to 4 minutes, add the onion to the pot and season with salt and pepper - go heavy on that pepper. The black pepper will really balance out the sweetness of your sauce later on. Add the bay leaf to the pot.
While the onions cook, place the ground chicken in a bowl and add fennel seed, red pepper flakes, allspice, orange zest, rosemary, garlic, salt and pepper, to taste, and cheese. Mix the meat with seasonings and form 4 large patties. Make a shallow dent in each patty at the center of it to prevent the burger from bulging up as it cooks. Wash up and drizzle the patties liberally with extra-virgin olive oil. Place the patties on the grill and cook 6 to 7 minutes on each side.
When the onions are very soft and begin to caramelize, remove the bay leaf and add the Worcestershire sauce, balsamic vinegar, honey or sugar, and orange juice. Let the sauce thicken up and sweeten up 6 to 7 minutes until the liquids are syrupy. Adjust the black pepper level to your taste.
Mix the chopped endive, shredded arugula and chopped radicchio together. Pile the chopped lettuces on the bun bottoms top with burgers and lots of onion barbecue sauce. Set bun tops in place and serve.