Mix the raw ground beef with the egg, Worcestershire, mustard, shallots, salt and pepper until fully mixed. Split the meat into 4-6 parts (6 will be 1/4 lb burgers, 4 will be 3/8 lb), forming into patties. Press a small indent into the middle of the patties with your thumb to avoid "puffing" of the middle. Place on a grill heated to ~400ºF/205ºC. Cook on each side for 7-9 minutes, flipping only once, until fully cooked in the middle. Serve immediately, with buns and fixings.