Heat the oil in a medium saute pan on medium-low heat. Add the onion, a pinch of salt and cook until soft, stirring occasionally, about 10 minutes. Lower the heat and add the wine, honey, raisins and thyme and simmer, stirring occasionally, until the liquid has evaporated, another 8-10 minutes. Turn the heat off and add the vinegar., stirring to incorporate. Taste and season with more salt and pepper, if needed.
Remove from the heat and let cool to room temperature. The jam can be made two days in advance and stored in an airtight container in the refrigerator. Bring to room temperature before serving.
In a small bowl, blend the roquefort with the butter. Scrape the butter onto plastic wrap and roll into a cylinder, 1-inch thick. Refrigerate until firm, about 1 hour. Slice the butter into 4 disks.
Gently shape the ground sirloin into 4 thick patties. Using a spoon or melon baller scoop out a small amount from the center of each burger. Then with your thumb, make a clean, smooth depression in the center of each patty and fill with a disk of Roquefort butter. Return the scooped out meat to the indentation. Then press and fold the meat over to encase the butter completely. Gently pat the burger into a plump rounded patty.
Season the burgers with salt and pepper and grill over a medium-hot fire until browned and cooked through to your liking.
Brush the cut sides of the rolls with the olive oil and grill until lightly browned, about 10 seconds. Set arugula on the bottom of each roll. Top this with the burgers on the burgers. Top each with the 1/4 of the wine-braised onion jam. You may also crumble a bit more blue cheese on top if you are so inclined. Serve hot and juicy!