I've thought about this over the past two years or so, spurred on in part by having lots of colleagues who routinely enjoy single malts but are not into bourbons, for whatever reasons. So I have a practical interest in this (I want to introduce them to fine bourbons) as well as a hypothetical one. My opinions are these:
Straight bourbon bridges for single malt scotch drinkers: Hirsch 16, Elijah Craig 18, Old Rip 15, 107 proof (Lawrenceburg), and Blanton's. The first two especially, because they are drier than most bourbons, not sweet (to me, anyway), and have some significant barrel/cask oak in their tastes. Definitely not Stagg!
Single malt scotches for straight bourbon drinkers: Balvenie 15 single barrel (I think Tim nailed this one to the wall: it is aged in ex-bourbon barrels, no sherry or peat. Wonderful honey notes. BTW: it costs $53 here, as of today), Glenmorangie 15 (matured in ex-bourbon barrels, then matured for a final shorter period in new, charred Missouri Ozarks oak barrels, costs $52 here, today; even more wonderful honey notes), Clynelish 14 ($40) and a few others that have no peat or sherry at all, e.g., Bruichladdich 15 ($62 today). There are some less expensive malts, but even the least expensive ones are priced very high compared to bourbons of the same quality. It is hard (but not impossible) to find a worthwhile single malt for $20, but no problem at all with bourbon: that is the price here for each of Elijah Craig 12, EWSB 1995 and Henry McKenna SB 10 BIB.
I also like Dane's suggestion of Irish whiskey as a bridge for bourbon drinkers wanting to try the dark side. Bushmill's 16 is fine and Black Bush gets excellent reviews, though I have never tried it. And the Sazerac 18 is something single malt drinkers would probably like: I cetainly do.
Not sure how to make a meaningful correspondence between bourbon and either sherry or peat: just too different, in my opinion.