Add all the burger ingredients to a large bowl. Season well, then use your hands to mix everything together until thoroughly combined. Divide the mixture into 12 portions and shape each portion into 12 little burger patties.
Grease a baking tray with olive oil, then add the burger patties. Cover with cling film and transfer to the fridge to chill for 20 mins. Now start on your burger sauce dressing. Add all the dressing ingredients to a jug and whisk together. Season to taste.
Heat the oven to 220°C/200°C fan/gas mark 7. Remove the cling film, then transfer the tray of burgers to the oven. Cook for 15 mins or until cooked through. Leave to cool slightly, then roughly break up.
To a large serving bowl, add the salad leaves, onion, tomatoes, cucumber and cheddar cheese. Add the burgers and toss through. Drizzle with the dressing and serve.