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 with the broccoli mixture on the side.