The best hole in the wall place for a cheese burger is Z's corner kitchen, hands down!! at 55th and marshall,it doesn't look like much but they do a great cheese burger, actually they have a very good menu, but the burger is awesome!
BEST HOLE-IN-THE-WALL Denver 2006 - Grandpa's Burger Haven
Grandpa's Burger Haven is a hole-in-the-wall in the truest sense, a spot where you shout your order through an actual hole in the wall. Originally, this was all there was to Grandpa's -- just a little white-and-chrome box with a kitchen inside and a window to shout your order through. Today there's a kind of enclosed solarium where customers can stand out of the wind and rain while they wait -- but there are still no tables, no waiters or waitresses, no plates. Orders are written on the white bags that eventually hold your old-school burgers. There was a time when all hamburger stands were like this; now, almost no hamburger stands are. That's why Grandpa's is such a treasure.