Put ground turkey, olive oil, Worcestershire sauce, salt and pepper in a bowl. Mix with your hands until combined.
Form the turkey mixture into 4 burger patties.
Spray a large non-stick skillet with cooking spray and heat over medium-high heat. Put the burger patties on a frying pan so they are not touching. Cook for 5 minutes, then flip the burgers with the spatula and cook on another side for 5 minutes (or until the juices run clear and no longer pink in center). To make it a cheeseburger, put cheese slices on top of patties during the last 3 minutes of cooking.
Assemble the turkey burgers by putting the meat on buns and adding desired toppings.