Remove all shells from the shrimp, rinse it, and pat it dry.
In a food processor, pulse the onion and garlic several times until minced. Add the shrimp, parsley, salt, paprika, garlic powder, onion powder, dried thyme, fennel, cumin, and cayenne. Pulse 15 to 20 times until ground, but not pureed. Form the mixture into 4 patties and place them on a plate or in a sealed container. Refrigerate 15 minutes to allow them to set.
In a large, heavy bottomed, skillet, heat the olive oil over medium high heat. Cook 4 to 5 minutes per side until browned and interior temperature reaches 145°F. Alternatively, brush the patties with olive oil and grill on direct medium-high heat for 3 to 4 minutes per side and interior temperature reach 145°F.
Serve on burger bun with lettuce, tomato and onion slices, along with mustard sauce, tartar sauce or remoulade.