Mix together the ground beef, Worcestershire sauce and Montreal steak seasoning. Divide the mixture into four equal portions and shape each portion into a burger, making an indentation in the center of each patty with your thumb.
Place the burgers into the airfryer basket, and air-fry for 16-20 minutes, flipping the burgers over half way through the cooking time.
Mix the cheese sauce and cheddar cheese together. When 4 minutes are left on the timer, spoon 1/4 of the cheese mixture on each burger and return the burgers to the airfryer.