In a small bowl, add bulgur and 1/4 teaspoon salt.
Pour boiling water into the bowl, cover and set aside untill all the water is absorbed. It should take about 20 minutes.
Drain in a sieve
Separately, in a large skillet, add 2 teaspoons of oil over medium heat.
Add mushrooms, onion and remaining 1/2 teaspoon salt and stir until the vegetables are softened, about 8 to 10 minutes.
Stir in vinegar. Immediately transfer the mixture to a plate and let cool to room temperature, about 30 minutes.
Toast pecans in a small dry skillet over medium-low heat, stirring for about 4 to 6 minutes. Transfer to a plate to cool.
Prepare Blue Cheese Sauce, if using.
Combine the vegetable mixture and pecans in a food processor; pulse briefly until coarsely chopped.
Add egg and the bulgur; pulse briefly, scraping down the sides if necessary, until the mixture is cohesive but roughly textured. Transfer to a bowl; stir in breadcrumbs and pepper. Mix well.
With dampened hands, form the mixture into eight 1/2-inch-thick patties, using about 1/2 cup for each.
Using 2 teaspoons oil per batch, cook 4 patties at a time in a large nonstick skillet over medium heat until evenly browned and heated through, about 4 minutes per side. Meanwhile, split and toast buns, if using, to serve the burgers on. Garnish the burgers with watercress and the cheese sauce, if desired.