Prepare the bacon jam: Place bacon in a medium saucepan over medium. Cook, stirring often, until crispy, 20 to 22 minutes. Transfer bacon to a plate lined with paper towels. Leave ¼ cup of the drippings in pan; reserve remaining drippings for another use.

Add onion and garlic to drippings in pan. Cook, stirring often, until transluscent, 4 to 5 minutes. Add sugar, bourbon, and vinegar. Bring to a simmer over medium-high. Add cooked bacon. Reduce heat to low, and cook, stirring often, until thickened (being careful not to let jam stick or burn on bottom), about 1 hour. Stir in salt and cayenne. Set aside.

Prepare the burgers: Divide pimiento cheese into 4 (2 tablespoons each) mounds on a plate lined with parchment paper. Lightly press to form ½-inch thick disks. Freeze 1 hour or until solid.

Form sirloin into 8 (½-inch-thick) patties. Place 4 of the patties on a work surface. Top each with a pimiento cheese disk, then top with remaining patties; seal edges. Sprinkle patties with salt and pepper.

Preheat grill to medium-high (400°F to 450°F). Place burgers on oiled grates. Grill, uncovered, until cheese is melted, 3 to 4 minutes per side.

Spoon 2 tablespoons bacon jam on each bun top, and 2 tablespoons mayonnaise on bun bottoms. Place burger patties on bottom buns; top with okra and bun tops. Serve immediately.