It is not only sane, it is safer than any other packaging you can make.
At least here in Germany, meat from the supermarket is not just wrapped in celophane, the celophane is glued to the tray. The packaging is air-proof. And the air inside the packaging is not normal air, it is a mostly sterile atmosphere with a composition different from normal air, which hampers bacterial growth (I think it has lowered oxygen content, but I'm not absolutely sure on that detail). This means that 1. no bacterial contamination is possible after the meat has left the packaging plant, and 2. the bacteria already present in the meat when it was packed grow slower than normal. So if this is your type of package, do yourself a favor and leave the meat in it.
I haven't frozen such packages, so I don't know how big a problem they have with freezer burn. But it may become a problem in the long term, as the moisture from the meat will sublimate on the inside of the celophane.
If this is not the type of package you get, and you have just plain clingy film wrapped around meat and a styrofoam tray (I've seen other products wrapped this way, but not meat), there is still no problem to freeze in it. The pad full of meat juices (this is not blood btw) is a good feeding place for bacteria, but the meat itself is as least as good as the pad, so you won't be reducing the risk if you remove it. By leaving the meat in the original package, you reduce the risk of additional bacterial contamination during transfer. And no other container will offer better food safety.
You can still consider a transfer for reasons other than food safety. First, you can portion and/or preshape the ground meat before freezing, and then you'll have to repackage it. Second, if the package is not tight enough, you risk freezer burn. But if these don't apply, it is probably best to leave it in the original container - this is convenient, and not dangerous at all .
Most cheeses are going to want to melt and ooze out unless they are very hard and stringy cheeses. A hard mozzarella sliced along the strings may work, but I'd try halloumi above all. You can fry halloumi on a pan and it will brown and form a crust, so it is perfect to stuff in a burger patty.
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For my part, I suggest you explore the wonders of Spaghetti, and that most American of dishes, the "Sloppy Joe."
You can try adding binders like egg and/or peanut butter (or bananas if you're vegan, har har) in order to firm up your beef for pan frying (forget the grill, it ain't happenin), but, while that will help, it'll definitely change the flavor...possibly for the better. I've been known to add those things to regular ground beef (Also, applesauce, which will not help your problem here, but is quite tasty).