Place a grill pan over medium-low heat or preheat a gas or charcoal grill.
In a 8-inch, non-stick skillet, heat 2 tablespoons oil over medium-high heat. Add the shallots, salt and pepper. Cook until soft, about 3 minutes. Add the garlic and cook until aromatic, about 30 seconds. Remove the pan from the heat and cool slightly.
In a medium bowl, combine the shallot mixture, cumin, ketchup, lamb, 1/2 teaspoon salt, and 1/4 teaspoon pepper. Form the mixtureinto 8 patties each 2 1/2 inches in diameter and about 1/2-inch thick. Press a cube of cheese into the middle of each patty and form the meat around the cheese to cover. Brush the patties with the remaining 3 tablespoons of oil and grill for 5 to 6 minutes each side until cooked through. Let the patties rest for 2 minutes. Place the patties in the buns and serve.