Blackened Shrimp Po'Boys

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1/3 cup mayonnaise

2 tablespoons minced pickles, plus more for serving

2 tablespoons minced shallot (see Cook's Note)

1/2 teaspoon hot sauce, preferably Louisiana-style

Kosher salt and freshly ground pepper

1 pound large shrimp, peeled, deveined and patted dry

2 teaspoons salt-free Cajun seasoning

2 tablespoons unsalted butter

4 hero rolls, split

Shredded iceberg lettuce and sliced tomatoes, for serving