Sirloin Burgers on Bed of Lettuce with Grilled Shrimp and Horseradish Chili Sauce

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1 1/2 pounds ground sirloin

1 large shallot, finely chopped

2 tablespoons fresh thyme leaves, chopped

1 tablespoon Worcestershire sauce

1 teaspoon smoked Hungarian paprika or 2 teaspoons ground cumin – eyeball it

2 teaspoons grill seasoning (recommended: Montreal Steak Seasoning by McCormick) or coarse salt and black pepper

8 jumbo peeled, deveined shrimp, 6 to 8 count

Extra-virgin olive oil, for drizzling

1 tablespoon chopped parsley leaves

1 lemon, zested

2 cloves garlic, chopped

2 rounded tablespoons prepared horseradish

1 cup chili sauce

1/2 head iceberg lettuce, cored and quartered