Warm up the sliced pickled jalapenos on the grill or in a fry pan for about 30 seconds, then place them atop the cooked patties. Melt Cheddar over top of the jalapenos. Spread horseradish sauce on the bottom buns and add some shredded lettuce. Add the patties on top of the lettuce. Spoon on about 2 tablespoons of hot mess per burger. Spoon on or use a squeeze bottle to dollop 1 to 1 1/2 tablespoons pigferno BBQ sauce on each burger. Sprinkle the crispy jalapenos over the top to add some crunch.