In a saute pan, over medium heat, add the olive oil. Season the shrimp with salt and pepper. Add the shrimp to the pan and cook for about 2 minutes on each side. Put in the refrigerator to chill down.
In a large bowl, mix the remaining ingredients and set aside. Once the shrimp are cool, cut into pieces and add to the mayonnaise sauce. Cover and refrigerate to chill. Put equal amounts of shrimp salad on the rolls and top with Sweet Onion Jam.