1. Prepare the grill.
2. Mix the feta cheese, thyme, garlic, lemon juice, and lemon zest in a medium bowl.
3. Divide lamb into four portions and shape into thick burgers. Make a well in the center of each burger. Evenly divide the feta cheese mixture; place in the well, then reshape the meat around it so that the cheese mixture is in the middle. Repeat with each portion of ground lamb.
4. When grill is ready, lightly brush or spray vegetable oil on burgers and set them on grill. Sprinkle with salt and pepper, and grill for about 5 to 6 minutes, until well marked. Gently press down on burgers before turning. Grill another 4 to 6 minutes, depending on thickness.
5. Burgers should be served medium to medium rare, but should reach an internal temperature of 160 degrees F. The cheese inside should soften and be warm through. Let the burgers rest, covered with foil, for about 3 minutes before serving.
6. To serve, place burgers on buns, if desired, or directly onto plates.
Source: Hannaford fresh Magazine, July - August 2006