Preheat grill for high heat. In a large bowl, mix the ground beef, egg, bread crumbs, evaporated milk, Worcestershire sauce, cayenne pepper, and garlic using your hands. Form the mixture into 8 hamburger patties. Lightly oil the grill grate. Grill patties 5 minutes per side, or until well done.
Tip: Aluminum foil can be used to keep food moist, cook it evenly, and make clean-up easier.