Place half of the shrimp in a food processor and pulse until finely ground. Roughly chop the other half of the shrimp into small pieces no bigger than the size of a pea. Place all of the shrimp in a bowl along with the almond flour, egg, finely diced onion, chopped parsley, lemon juice/zest, salt and pepper and stir until well combined.
Form the batter into balls the size of a small fist and flatten slightly. Place the patties on a parchment paper lined baking sheet and transfer the the fridge for 1 hour or freezer for 15 minutes to help the patties firm up.
While the patties are resting, in a bowl whisk together the parsley, garlic, lemon juice and mayonnaise. Set aside.
Heat the oil in a frying pan on medium-high heat. Cook the patties for 4 minutes per side until golden in colour. To keep the patties from falling apart when cooking, make sure the pan is hot before adding them in, and leave them to cook for 4 minutes without touching so that a golden crust forms before flipping over.
To assemble the burgers spread the sauce on the inside of the lettuce. Top with 2 slices of tomato, sliced pickles and red onion. Add the shrimp patty on top, place the other half of the lettuce leaf on top like a sandwich and wrap the burger in parchment paper to make it easier to eat.
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