In a medium bowl mix together ground beef, egg yolk, parmesan cheese, breadcrumbs, and seasoning.
Divide into three equal portions and gently shape into patties. Place a small indent in the center of the burgers with your thumb.
Preheat a grill or cast iron skillet to medium heat. Place burgers on the grill or in a bit of oil in the cast iron skillet. Cook until browned, about 4-6 minutes, then flip. Cook the other side until browned and meat is cooked through, another 4-6 minutes, depending on how well done you like your burgers. Top the burgers with cheese when there's about 2 minutes left of cook time.
Place buns on the grill, buttered side down and grill for about a minute.
Meanwhile, mix mayo, ketchup, molasses, and Cajun seasoning in small bowl.
Top buns with cheese, lettuce, red onion, sauce, and burgers. Stuff your face!