Make the BBQ sauce by heating the olive oil over medium-high heat in a small pot. Add onion and sauté until lightly caramelized, about 3-4 minutes. Add garlic, salt, and black pepper; stir and cook for 30 seconds. Deglaze the pan with the white wine and cook until the liquid reduces by half, about 1-2 minutes.
Stir in the tomato paste, honey, brown sugar, Dijon mustard, chipotle pepper, and adobo sauce. Bring the mixture to a low simmer and cook for 5-10 minutes, or until thickened.
Stir in the white wine vinegar and Worcestershire sauce, then transfer the sauce to a mini food processor to puree. If the sauce is too thick, add some water to thin it out to desired consistency.
Line a baking sheet with parchment paper and lay your bacon on one layer. Brush each side lightly with the BBQ sauce. Place the bacon in the oven and turn the heat to 325º. Allow the bacon to cook for 15 minutes before flipping and cook for another 10-15 minutes on the other side. Keep a close eye on it towards the end so it doesn't burn! The bacon is ready once it's a deep golden brown and the edges start to char. Let it rest on paper towels.
Meanwhile, preheat your grill, drizzle your burgers with olive oil, and season well with salt and pepper. Grill the burgers to the desired doneness, adding cheese for the last 30 seconds or so. Let the burgers rest for a few minutes before serving.
Place the burger on a bun and top with bacon, sliced avocado, and additional BBQ sauce to serve.