Grilled Cheeseburger Kebabs

Name: Grilled Cheeseburger Kebabs
Ingredients: Vegetable oil, for oiling the grill grates and drizzling; Nonstick cooking spray; 1 pound ground beef, preferably 80-percent lean; 2 teaspoons Worcestershire sauce; 3 tablespoons ketchup, plus more for serving; Kosher salt and freshly ground black pepper; 4 slices American cheese; 4 slices white sandwich bread; 4 small cubes iceberg lettuce (about 1 1/2 inches each), from 1 head; 8 cherry tomatoes; 12 slices dill pickle; Mustard, for serving