Preheat the oven to 350 degrees F. Combine the mayonnaise, minced pickles, shallot and hot sauce in a small bowl; season with salt and pepper. Set aside.
Toss the shrimp with the Cajun seasoning and 1/4 teaspoon salt in a large bowl. Melt the butter in a large nonstick skillet over medium-high heat. Add the shrimp and cook until pink, 1 1/2 to 2 minutes per side.
Meanwhile, arrange the rolls on a baking sheet and toast in the oven, about 5 minutes. Spread the mayonnaise mixture on the cut sides of each roll. Fill with the shrimp, lettuce and tomatoes. Serve with pickles.
Photograph by Ryan Liebe
Recipe courtesy of Food Network Magazine