Divide the shrimp in half. Put half the shrimp into a food processor and grind them up. Transfer the shrimp to a bowl using a rubber spatula. Add the remaining whole shrimp to the bowl.
Add the celery, onion, bell pepper, garlic and parsley to the food processor and pulse-grind it into a fine chop. Add the vegetable mixture to the shrimp. Add one tablespoon OldBay seasoning, 1/2 teaspoon cayenne pepper or hot sauce, lemon zest, salt and pepper to the bowl. Stir the shrimp mixture to combine.
Pre-heat a large nonstick skillet over medium to medium-high heat. Add EVOO, about two turns of the pan, in a slow stream. Use a large metal scoop to scoop four mounds of shrimp burger mixture into the pan. Gently pat down to form patties. Fry the patties for 3-5 minutes on each side, until they firm up and the shrimp turn whitish-pink.
Split and toast the sandwich-size English muffins. Mix the mayonnaise and chili sauce, salsa or taco sauce. Place the burgers on the muffin bottoms and top with lettuce. Slather the tops of the muffins with sauce and set in place.