I also butter and toast the buns on a skillet Pioneer Woman style. Something about a sesame seed bun makes the burger seem more legit.

UPDATE: Many of you have had trouble with the burgers falling apart. For some reason, I have made these burgers many times and this has not yet happened to me. But for those who are experiencing this, here are a few of my suggestions. 1. I don’t ever put this type of burger on the grill because it is too moist and will fall through the grates–which is why I use a grill pan. 2. I wait to flip the burger until one side is very thoroughly cooked, so that it holds together better before flipping. 3. If you are worried about them falling apart still, perhaps use less BBQ sauce than what I have listed in the recipe (try 2 tablespoons instead). 4. Some commenters have suggested adding some bread crumbs.