(Makes approximately 1/2 cup)
Place potatoes in a medium pot filled halfway with lightly salted cold water. Bring to a boil and cook potatoes until fork tender, about 10 to 15 minutes. Drain potatoes and mash with a potato masher. Set aside to cool.
Heat one tablespoon of olive oil in medium sauté pan over medium heat. Add shallots, garlic, corn, sausage, Old Bay, salt, and pepper. Sauté for eight to 10 minutes, or until shallots are translucent. Set aside to cool.
Combine mashed potatoes, corn and sausage mixture, shrimp, eggs, Panko, and lemon juice in a medium bowl. Mix thoroughly and refrigerate for 10 minutes.
Shape mixture into 12 small patties, about three inches in diameter. Heat remaining olive oil in medium sauté pan over medium heat. Working in batches of four, sauté patties for three minutes on each side.
While patties are cooking, wrap buns in foil and warm them in oven. When patties are done, spread buns with cocktail sauce and place patties. Serve with remaining cocktail sauce on the side.
For the Cocktail Sauce
Mix all ingredients together in a bowl.