Combine the mayo ingredients, except the celery, and mash well with a fork. Stir in the celery. Cover and refrigerate until ready to use.
Mix the patty ingredients, and then gently form four patties of equal size, each about 2.5 centimeters thick. With your thumb or the back of a spoon, make a shallow indentation about 2.5 centimeters wide in the center of the patties to prevent them doming during cooking. Refrigerate the patties until ready to grill.
Prepare the grill for direct cooking over medium heat (180° to 230°C).
Prepare the grill for cooking over medium heat (200°C).
Brush the patties with oil, and then grill over direct medium heat, with the lid closed, until fully cooked (74ºC), 8 to 10 minutes, turning once. During the last 30 seconds to 1 minute of grilling time, toast the buns, cut side down, over direct heat.
Brush the patties with oil, and then grill over medium heat, with the lid closed, until fully cooked (74ºC), 8 to 10 minutes, turning once. During the last 30 seconds to 1 minute of grilling time, toast the buns, cut side down, over direct heat.
Spread the cut side of each bun with the blue cheese mayo, and then top with lettuce and a patty. Serve warm.