Form meat into four patties 5 inches in diameter and about 1/3-inch thick. Combine espresso powder and pepper; sprinkle over both sides of patties.
Grill, covered, on preheated medium-hot grill, 4 to 5 minutes per side or until no longer pink in center. Brush barbecue sauce over patties; place cheese over patties. Place rolls, cut sides down, on grill. Continue to grill 1 minute or until cheese is melted and rolls are lightly toasted.