Put the beef mince in a bowl and season, stir in the Worcestershire sauce and parsley. With wet hands, form into 4 burgers, press a few feta cubes into the centre of each and press the mince back over to reshape. Cover and chill for up to 12 hours.
Grill the burgers for 3-4 minutes, turning halfway, until cooked through.
Make the relish by mixing all the relish ingredients together. Season with salt and pepper and bind with a little extra virgin olive oil.
Place some rocket on each roll and top with a burger and some relish.