Prepare grill for cooking over medium-hot charcoal (moderate heat for gas). Open any whole chipotles and discard seeds, then mince chipotles.
Mix chipotles (with sauce), beef, salt and pepper with your hands, then form mixture into 4 (3/4" thick) patties.
Grill burgers on lightly oiled grill rack. If using gas grill, cover while cooking. Flip burgers once after 2 minutes for medium-rare. Total cook time will be approximately 4 minutes for medium rare. Grill buns, cut sides down, until grill marks appear, about 30 seconds. Top burgers with cheddar and Funyuns and your favorite condiments.