Mix beef, egg, and pepper. Divide into 4 equal portions. Roll each portion into a ball, then flatten with palms of hands. Grill over med-low heat 3 min on each side or until patties have reached desired doneness. Turn heat off grill. place a cheese slice on each patty; close lid. Once cheese is melted (1-2 min), place each patty on the bottom half of bun. Top with desired toppings. Top with top half of bun and serve.