In a large mixing bowl, add ground turkey, panko, egg, liquid smoke, salt, pepper, and paprika.
Mix the ingredients until well combined.
Divide the mixture into four equal portions and shape them into burger patties.
Arrange the turkey burger patties on a baking sheet with parchment paper.
Place the baking sheet in the preheated oven and bake for about 25 to 30 minutes, or until the internal temperature of the burgers reaches 165 F and they are browned on the outside. (Note: If adding cheese, place slices on burgers 2 to 3 minutes before they are done. Return them to the oven until the cheese is melted.)
Assemble the burger patties on top of a lettuce leaf and add tomatoes and onions if desired. Top with another piece of lettuce.