Heat the oven to 400°F. Season the beef with salt and pepper and shape it into four patties about 1 inch thick. Season both sides of each patty with salt and pepper.
In a small bowl, mix the Roquefort and butter with a rubber spatula.
Heat a large, heavy sauté pan over medium-high heat for 1 min. Set the hamburgers in the pan, reduce the heat to medium, and cook until well browned on the first side, 4 to 5 minu. Flip the burgers and cook to your liking: another 4 min. for medium rare, or another 6 min. for medium.
Meanwhile, toast the buns or rolls, split sides up, on a baking sheet in the oven until crusty and very light gold, 6 to 8 min. Spread both sides of each bun with about 1 Tbs. of the Roquefort butter. Serve the hamburgers on the toasted buns, topped with the onion and watercress.