1 slice sandwich bread, torn into 1-inch pieces
1 lb extra large shrimp (raw, not precooked, I used the 26-30/lb size), peeled and deveined
3 tablespoons Cains mayonnaise
2 scallions, thinly sliced
2 tablespoons minced fresh parsley
1 teaspoon lemon zest
1/8 teaspoon salt
1/8 teaspoon pepper
pinch cayenne pepper
oil for frying
Add the bread to the bowl of your food processor and pulse until you have coarse crumbs. Transfer to a measuring cup - you should have about 3/4 cup of crumbs. Wipe the bowl of the food processor out, then add the shrimp. Carefully pulse just until you have a mixture of finely minced and coarsely chopped pieces, about 7 pulses. Add the breadcrumbs and shrimp to a large bowl but do not mix yet.
In a small bowl, whisk the mayonnaise, scallions, parsley, lemon zest, salt, pepper and cayenne together until well combined. Pour this mixture over the shrimp and breadcrumbs, and use a rubber spatula to gently fold everything together.
Transfer the shrimp mixture onto a small baking sheet. Divide the mixture into 4 portions, and loosely pack each into a 1-inch thick burger. You want to be gentle here - don't try to pick up the mixture and shape it the way you might with a traditional burger. Cover the burgers with plastic wrap and refrigerate for at least 30 minutes (or up to 24 hours).
Set a 12-inch nonstick skillet over medium-high heat and add the oil. When it shimmers, carefully transfer the burgers to the pan. Cook until golden brown and crisp on both sides, about 8-10 minutes total. Serve on toasted buns with Tartar Sauce or Cocktail Sauce.