Heat your grill.
For the Wasabi Mayo: Mix all the ingredients together. Taste and adjust the seasoning. Cover and refrigerate until ready to use.
For the Rock Shrimp Burgers: process half the shrimp with the egg. Coarsely chop the remaining shrimp and put it into a bowl. Add the processed shrimp and the parsley, bread crumbs, and salt and pepper to taste. Divide the mixture into 4 portions and form them into patties. Grill them on medium heat until cooked through, about 3 to 4 minutes per side. (You can also fry them in a skillet with a little oil.)
To serve: place a burger onto a bun. Top with a slice of tomato and some Wasabi Mayo. Cover with the bun top and serve.
For mini-burgers: Prepare the buns by cutting out smaller buns with a 1 1/2-inch diameter ring mold or biscuit cutter. Take a heaping tablespoon of the burger mixture and form it into a small patty. Continue with the remaining mixture until all the burgers are formed. Grill them over medium heat until browned and cooked through, about 3 to 4 minutes per side. Place a shrimp burger onto a mini-bun. Top with a slice of cherry tomato and some Wasabi Mayo. Cover with the bun top and secure them with a toothpick.