Smoky Veggie Burgers

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2 tablespoons vegetable oil, plus more for the grill

1/3 cup finely chopped walnuts

1 shallot, finely chopped 

2 cloves garlic, minced 

8 ounces cremini mushrooms, finely chopped 

Kosher salt and freshly ground pepper

1 tablespoon Worcestershire sauce 

1 teaspoon smoked paprika

2 teaspoons Dijon mustard 

1 large sweet potato 

1 1/4 cups cooked quinoa, cooled

1/2 cup breadcrumbs

4 hamburger buns, split 

Sliced red onion and sprouts, for serving