I don't know what the deleted comment said but I assume it was way off base. My family often makes vada pav and it's pretty much as you describe and as is in the picture. Idk if we grill hamburger buns just because it's convenient to buy in bulk but this is not unique to my family, pretty much the whole western/northern Indian diaspora in the U.S. uses buns for the sandwich (though, I personally prefer brioche or challah).