In a deep bowl, mix together the beef, mushrooms, shallot, garlic, Worcestershire sauce, and egg. Stir until thoroughly combined, season with salt and pepper, and set aside in a fridge for an hour.
When ready to serve, shape the mixture into slim patties (it helps to have wet hands).
Brush the patties with oil and cook on a hot grill or frying pan for 4–5 minutes on each side until cooked through.
Lightly toast the burger buns until golden brown.
Mix together the ketchup and mayonnaise in a small ramekin and spread onto the burger buns.
Assemble the burgers, adding lettuce, tomato and any other toppings of your choice.