For the "grilled" romaine: Combine the sesame oil, rice vinegar, fish sauce, soy sauce, mirin, red pepper flakes and garlic in a bowl and whisk thoroughly to combine. Marinate the romaine in the sesame marinade for at least 1 hour.
For the tamarind bacon: Preheat the oven to 350 degrees F. Line a baking sheet with parchment paper
Brush each slice of bacon with a generous amount of the tamarind puree, ensuring full coverage on both sides. Place the slices on the prepared baking sheet and bake until fully cooked, approximately 15 minutes. Once cooled, cut each piece in half.
For the chili mayo: In a medium bowl, whisk the chili oil into the mayo. Set aside, or if making ahead, refrigerate until ready to serve.
For the shrimp burger: Heat the canola oil over medium heat in a skillet. Add the lemongrass and sweat until tender. Set aside to cool.
In the bowl of a food processor, pulse the shrimp and lemongrass in short bursts for 30 seconds; the texture should resemble a coarse paste. Shape by hand into four 6-ounce patties.
In a large cast-iron or similar pan, heat 1 tablespoon of canola oil on medium-high heat. Sear each romaine half until golden brown, about 30 seconds. Let cool, and then tear into leaves.
In the same pan, add the remaining 3 tablespoons canola oil and sear the shrimp patties, about 2 minutes per side.
Spread chili mayo on the toasted bottom buns. Place a shrimp patty, 2 bacon halves and a few romaine leaves on top of each, then finish with the top buns.
Japanese mayo and tamarind puree can usually be found in most Asian markets.