Preheat the grill to medium-high, about 400° F.
Cook the bacon: Place a heat-safe cast-iron skillet directly on the grill grates. Add the bacon to the skillet. Cook 4-5 minutes per side until the bacon is rendered and as crisp as you'd like. Carefully transfer to a paper towel-lined plate to drain any excess oil. Set aside. Note: If you'd like to prep the bacon in advance, you can cook it on the stovetop or in the oven. My go-to is the oven. Arrange the bacon on a parchment-lined baking sheet. Bake at 375° F for 10-12 minutes, until rendered and as crisp as you'd like. Remove from the oven and transfer to a paper towel-lined plate to drain any excess oil. Once cool enough to handle, transfer to an airtight container and store in the refrigerator for up to 3 days.
Grill the steak burgers: Once the bacon is about halfway cooked, begin grilling the steak burgers. Just before placing the patties on the grill, generously spray a wad of paper towels with nonstick cooking spray. Use grilling tongs to run the paper towel over the grill grates, generously oiling the grill grates. Place the burgers on the grill. Close the lid and grill for 3 minutes per side for medium doneness. If you'd like to add cheese to your burgers, do so when there are 2 minutes left of grilling time.
Toast the brioche buns: Halve the burger buns. Lightly spritz the cut side with nonstick cooking spray. Place the buns directly on the grill grates, grilling for 90 seconds to 2 minutes, just until toasty. Keep a close eye on them to prevent burning – they toast very quickly!
Serve: Place the grilled burgers, cooked bacon, and toasted buns on individual platters. Set up your burger bar by placing the platters on a table or serving station, along with your toppings and condiments of choice.