To make the crispy shallots, combine the cornstarch, flour, salt, pepper and paprika in a zipper sealable plastic bag. Add the shallots to the bag, seal and shake the bag to coat the shallots evenly.
Heat a skillet over medium heat. Add a thin layer of oil to the pan and let it heat for a minute. Drop one of the shallots into the oil - if small bubbles form the oil is ready. (You can also test the oil with the handle of a wooden spoon.) Working in two batches, drop the shallots in a single layer into the oil. Fry the shallots until they are golden brown, flipping them over as necessary. Drain the shallots on a paper towel-lined plate and set them aside. (Try not to eat them before the burgers are done!)
Combine the ground beef, grated onion, parsley and salt in a bowl. Season with freshly ground black pepper. Gently form the mixture into 2 balls and then shape the balls into patties. Using your fingers, make a slight indentation in the center of the patties so the burgers cook evenly and flat, but try not to overwork the meat.
Pre-heat a skillet, grill or air fryer to high heat. Cook the burgers on each side for 4 to 5 minutes, depending on how well you would like your burgers cooked. Top the burgers with some blue cheese and cook for another minute, until the cheese melts. Remove the pan from the heat.
While the burgers are resting, spread butter or oil on the cut side of the buns and toast them in the skillet, grill or air fryer until they are lightly browned.
Spread some mayonnaise on the bottom half of the buns and top with arugula. Place the burgers on top and dollop a couple spoonfuls of Bacon Jam on top of the blue cheese. Top with the crispy shallots and the top bun. Dig in to this mouthwatering burger immediately!