Place bacon in a large skillet and cook over medium-high heat, turning occasionally, until evenly browned, about 10 minutes. Drain bacon slices on paper towels; crumble into small pieces.
Mix cream cheese, jalapeno peppers, and salt together in a bowl. Stir in bacon.
Preheat grill for medium heat and lightly oil the grate.
Mix ground beef and oats together in a bowl. Divide into 16 portions; flatten into 1/4-inch-thick patties. Make an indentation in the center of 8 patties using a spoon or your fingers. Spoon some of the cream cheese mixture into each indentation. Top with the remaining patties, pressing edges together to seal.
Grill patties, taking care not to press down as they cook, until browned, about 10 minutes per side. Place 1 patty inside each bun.