Combine first 3 ingredients in a bowl. Divide meat mixture into 8 equal portions, shaping each into a 1/4-inch-thick patty. Lightly coat both sides of patties with cooking spray. Place patties on grill rack; grill for 3 minutes on each side or until done.
Combine shallots, Worcestershire sauce, mustard, and butter in a small bowl. Cut rolls in half horizontally. Spread shallot mixture evenly over cut sides of rolls. Layer 1 patty and 2 pickle chips on bottom half of each roll; top with roll tops.