Heat an outdoor grill or grill pan to medium-high heat, and then brush with the olive oil.
In a large bowl, mix the beef with the salt and pepper, garlic powder and shallot. Form meat mixture into patties and place onto the grill or grill pan. Cook for 3 to 5 minutes on each side, until the beef is cooked to desired level of doneness. Wrap in the collard leaves and then set on a platter
In a large bowl, toss the remaining ingredients, except the cilantro and avocado, with sea salt and freshly ground black pepper to taste and then toss into a grill basket, or onto the grill pan. Cook until the veggies are tender, about 10 minutes.
Spoon the burgers topped with avocado and cilantro with the broccoli mixture on the side.