Preheat your oven to 425°F. On a baking sheet with aluminum foil, place 5 pieces of bacon next to each other. Lift the second and fourth piece halfway up and lay a piece of bacon across the other piece (as pictured below).
Unfold the second and fourth piece of bacon and lift the first, third, and fifth piece (as pictured below). Lay a piece of bacon across. Repeat these steps until you have a bacon weave that looks like the photo above.
Bake in the oven for 20-25 minutes or until crispy. Carefully place the bacon weave on a plate with paper towels and save the bacon fat.
Season your hamburger patty with salt, pepper, and garlic powder. Place a pan over medium-high heat. Add 2 teaspoon of bacon fat.
Place the patty in the pan and allow it to cook. Feel free to flip and press as much as you want. I would recommend adding another teaspoon of bacon fat on the patty as it cooks.
Cook the patty to 10-15 degrees less than you would like it (medium rare is 145°F).
Place a slice cheddar cheese and cover with a lid. Cook until the cheese melts, about 1 minute. Place on a plate with a paper towel and allow the meat to rest.
In the pan you used to cook the patties, add the onions and mushrooms. If the bacon fat is completely gone add another teaspoon or two. Cook until the veggies soften.
Place your pretzel bun on a baking sheet. Brush the inside of each of the buns with bacon fat and place under a broiler. Toast the bread slightly and make sure not to burn it.
To make the sauce simply combine the mustard, mayo, ketchup, and horseradish.
To put the burger together spread a good amount of the sauce on top of the bottom bun. Add a fourth of the bacon weave and top that with the sauteed mushroom and onions.
Place the patty and top with the romaine lettuce and another fourth piece of the bacon weave. Smear a generous helping of the sauce on the top bun and place on top. This burger will satisfy anyone with a huge bacon craving.
