Put half the shrimp into a food processor and grind them up. Transfer the ground shrimp to a bowl using a rubber spatula. Add the remaining whole shrimp to the bowl. Put the empty food processor bowl back in place and add celery, onion, bell pepper, garlic, and parsley; pulse-grind the mixture into a fine chop. Add the vegetable mixture to the shrimp. Add Old Bay seasoning, cayenne, chili powder, lemon zest, salt, and pepper to the bowl. Stir the shrimp mixture to combine.
Preheat a large nonstick skilet over medium to medium-high heat. Add e-voo. Use a large metal ice cream scoop to scoop four mounds of shrimp burger mixture into the pan. Gently pat down to form patties. Fry patties until they firm up and the shrimp turn whitish-pink, 3-5 minutes on each side.
Split and toast the English muffins. Mix mayo and chili sauce together. Place burgers on muffin bottoms and top with lettuce. Slather the top of the muffins with sauce and set in place.