Well, just take a look at the protagonists of each movie and look at how each develops in their respective film. Of course, in Shaun of the Dead (SPOILER)it's his friend who turns into the zombie rather than Shaun, whereas in District 9 it's Wikus himself who turns into an alien. (END SPOILER) Other than that, yeah, there's the violence and gore, dealing with unpredictable, hence, scary creatures. Sure - there can be some parallels drawn.