In a skillet cook bacon till almost done, but not crisp. Cut bacon strips in half crosswise. In a mixing bowl combine egg, oats, green pepper, catsup, horseradish, mustard, salt and pepper. Add ground beef; mix well. Shape into six 4-inch patties. Arrange patties in a greased wire grill basket. Place 2 half-slices of bacon crisp-cross atop each burger to form an X. Close basket. Grill burgers over medium coals, turning often, for 18 to 20 minutes, or to desired doneness. Serve on buns.