Preheat the barbecue for medium heat and lightly oil the grate.
Beat the egg and onion together in a mixing bowl. Add the turkey, bread crumbs, Worcestershire sauce, salt and pepper. Mix until evenly combined and form into 4 patties. Press each patty into the panko crumbs and set aside.
Cook the turkey burgers on the preheated barbecue until no longer pink in the center and the juices run clear, about 4 minutes per side. While the burgers are cooking brush the mushrooms with olive oil and cook along with the bacon. Just before the burgers are done, top with the grilled bacon and the Gouda cheese. Cook until the cheese melts.
Spread the hamburger buns with mustard and mayonnaise. Place a turkey burger onto each bottom bun and top with the portobello mushroom slices. Sandwich with the remaining bun halves and serve.