Start by making the secret sauce. In a small bowl, combine mayonnaise, ketchup, sweet pickle relish, and Worcestershire sauce. Mix well and set aside.
In a large skillet, melt butter over medium heat. Add sliced onions and cook until caramelized, about 15 minutes.
Divide ground beef into 4 portions, shape into patties, and season with salt and pepper.
Cook patties in the skillet until done, about 4-5 minutes per side.
Butter one side of each rye bread slice. Place 4 slices, buttered side down, on a skillet over medium heat.
Layer each with a slice of Swiss cheese, a cooked patty, caramelized onions, and a slice of cheddar cheese.
Top with another slice of rye bread, buttered side up.
Cook until the bread is golden brown and the cheese is melted, about 3-4 minutes per side.
