Heat grill to medium heat.
Mix meat and 2 Tbsp. steak sauce; shape into 8 (1/4-inch-thick) patties. Fold each Singles into quarters; place on 4 patties. Top with remaining patties; pinch edges together to seal.
Grill patties 5 to 7 min. on each side or until done (160ºF), placing buns, cut-sides down, on grill grate the last 2 min.
Fill buns with lettuce, burgers, remaining steak sauce and bacon.