Shape beef into four thin patties. Combine the cream cheese, blue cheese and bacon bits; spoon onto the center of two patties. Top with remaining patties and press edges firmly to seal. Combine the salt, garlic powder and pepper; sprinkle over patties.
Grill burgers, covered, over medium heat or broil 4 in. from the heat for 5-7 minutes on each side or until a thermometer reads 160° and juices run clear.
Meanwhile, in a large skillet, saute mushrooms in oil until tender. Stir in water and mustard.
Serve burgers on buns with mayonnaise, romaine, tomato and mushroom mixture.