Set your clean cast iron skillet on the stove, over high heat. Let it pre-heat for about 10 minutes, while you prep the ingredients.
In a large bowl, beat your egg. Add breadcrumbs, milk, Worcestershire, cayenne, and garlic. Give it another stir with a whisk or fork, or whatever utensil you used to beat the egg.
Add ground beef, mix all ingredients thoroughly with your hands.
Divide the beef mixture into 8 evenly sized portions. Form your burgers.
Depending on the size of your skillet, add your burgers 2-4 at a time. Cook for 3-3½ minutes per side, and set aside. You can set the burgers onto a baking sheet once cooked, and keep them in the oven on a low setting until the rest of the burgers are ready to be served.
Once your burgers are ready, add your favorite condiments and toppings, and enjoy!