Shrimp-Cocktail Burger

In a large bowl, mix together shrimp, egg, mayonnaise, panko, scallions, Old Bay, 1/4 teaspoon salt, and lemon zest; mix until well-combined. Form into four 1-inch-thick patties; transfer to a plate, cover, and refrigerate 15 minutes.

In a small bowl, make cocktail sauce by combining ketchup, horseradish, and lemon juice; set aside.

Heat oil in a large, heavy skillet over medium-high. Cook burgers, flipping once, until golden brown and cooked through, about 4 minutes a side. Serve on buns with cocktail sauce and lettuce.