Preheat broiler. In medium bowl, combine beef, egg, Worcestershire and Tabasco pepper sauce until mixed well. Divide into 5 portions. Form 3/4 of each portion into patty, reserving remainder. Make an indentation in center of patty and fill with 2 tablespoons of cheese.
Cover cheese with reserved meat and form finished patty. Broil patty 3 to 5 minutes on each side according to taste. Serve immediately.