Much to my surprise,
and
Much to the surprise of someone,
are ‘comment adverbial phrases’. This structure is not listed in the English Vocabulary or Grammar Profile, so we turn to the Longman dictionary:
FORMAL used to say that someone feels very surprised, embarrassed etc when something happens
A search in NOW corpus for:
. much to_II _AP _NN ,
1 . MUCH TO MY SURPRISE, 179
Much to my surprise, he started to take off his clothes.
2 . MUCH TO HIS SURPRISE, 104
3 . MUCH TO OUR SURPRISE, 65
4 . MUCH TO THEIR SURPRISE, 65
5 . MUCH TO HER SURPRISE, 63
6 . MUCH TO HIS DISMAY, 38
7 . MUCH TO MY DISMAY, 35
8 . MUCH TO MY CHAGRIN, 34 OXFORD DICTIONARY: a feeling of being disappointed or annoyed
The winner this year was South Africa, much to the chagrin of San Francisco.
9 . MUCH TO MY DELIGHT, 32
10 . MUCH TO HIS CHAGRIN, 31
11 . MUCH TO OUR DELIGHT, 21
12 . MUCH TO THEIR DISMAY, 21
13 . MUCH TO THEIR CHAGRIN, 20
14 . MUCH TO HER DISMAY, 17
This shirt, for example, is one that, much to the dismay of my mother and the state of her kitchen,
I dyed at home, using turmeric, before coming here today.
15 . MUCH TO MY RELIEF, 15
16 . MUCH TO HIS DISAPPOINTMENT, 15
17 . MUCH TO OUR DISMAY, 14
18 . MUCH TO HIS HORROR, 12
19 . MUCH TO HER DELIGHT, 12
20 . MUCH TO THEIR RELIEF, 12