1. Bring a medium saucepan of water to a boil. Add the shrimp, reduce the heat to simmer, and cook, stirring, until just opaque throughout, about 3 minutes. Drain, rinse under cold water until cool, and drain again.
2. In a medium bowl, whisk the yogurt and hot sauce. Fold in the shrimp and season to taste with salt and pepper. Toast the bread in a toaster oven or oven. Divide the shrimp among the bread and top with the lettuce, tomato, pickles, and more hot sauce.