For the burgers: Divide the shrimp in half. Coarsely chop one half and set aside. Place the remaining shrimp into the bowl of a food processor and pulse 5 times.
In a large bowl, mix together the panko, eggs, hot sauce, garlic, seafood seasoning, and black pepper. Mix in the pureed shrimp, parsley, chives, jalapenos, and green onions. Add the coarsely chopped shrimp and stir to combine. To moisten the mix a bit more, add some olive oil. Form the mixture into 8 patties and place on a parchment-lined baking sheet. Chill for 20 minutes in the freezer or 2 hours in the fridge.
In a large frying pan over medium-high heat, add the canola oil to generously cover the bottom of the pan. Once the oil is hot, fry 4 burgers at a time, 4 to 6 minutes per side. Transfer to a paper towel-lined plate and cover with foil. Repeat with the remaining 4 burgers.
For the butter: In a small saucepan over low heat, combine the butter, lemon juice and zest, and capers. Cook until melted, about 2 minutes.
To build the burgers, brush the buns with butter and lay the patties on the bottom of the hamburger bun. Top with bacon pieces and lettuce. Serve immediately.