You can only get so much fat in burgers...it generally cooks off with high heat. Waygu seems like such a waste for ground beef. Each to their own...but I'd never do that.
You don't eat Waygu, or Kobe, for the flavor of their "meat". You eat it for the flavor of their "fat". If you're going to grill burgers and render all the fat away, what are you left with?