Make the caramelized onions. Heat the coconut oil and the grapeseed oil in a medium saucepan over low heat.
Add the onions and salt; stir to combine. Cook for about 1 hour, maintaining low heat, stirring occasionally. Onions are ready when they have a dark caramel color and have softened significantly. Drain out excess oil, optional. Set aside.
Make the special sauce. Combine all of the ingredients in a small bowl. Refrigerate until ready to use.
Grill the Burgers. Preheat your grill, griddle, or skillet to high heat. While grill heats up, brush one side of each patty with about 1 teaspoon of yellow mustard then generously season both sides of each beef patty with kosher salt and freshly ground black pepper.
No matter which apparatus you use to cook the burgers, cook burgers for about 4 minutes on each side for a medium-well temperature.
Build the burgers. Use the lettuce leaves as more of a wrap instead of a bun and top generously with onion, tomato, pickles, caramelized onions, and special sauce.