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Gently mix the turkey, salt, paprika, and half of the beaten egg in a large bowl just until blended.
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Using a 4-inch-diameter ring mold, form the turkey mixture into four 8-ounce patties on a baking sheet lined with waxed paper.
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Cover and refrigerate for at least 1 hour for flavors to blend.
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Flatten the patties so they are slightly larger than the diameter of the buns.
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To make the relish: Heat the olive oil in a large sauté pan over medium-high heat.
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Add the onion and sauté until translucent, about 3 minutes.
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Add the bell peppers, sugar, garlic, and thyme and cook until the vegetables soften slightly, about 3 minutes.
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Add the vinegar and cook until the liquid has evaporated, about 2 minutes.
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Remove the skillet from the heat.
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Stir in the parsley and season to taste with salt and pepper; set aside to keep warm.
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Preheat a grill over medium-high heat.
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Lightly brush the patties with olive oil and season with salt and pepper, then place the patties on the grill.
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Cook until fully cooked through and an instant-read thermometer registers 165°F when inserted into the center of the patties, about 4 minutes per side.
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While the burgers are cooking, brush the cut sides of the buns lightly with olive oil and grill, oiled side down, until lightly toasted with grill marks, about 1 minute.
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Remove the buns and burgers from the grill and allow the burgers to rest for 3 minutes.
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To make the yogurt sauce: Mix the yogurt, olives, shallots, and parsley in a medium bowl. Season the yogurt sauce to taste with salt and pepper.
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Set a patty atop each bun bottom.
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Top with the warm red pepper relish, then yogurt sauce, and finally with the bun tops.