1 medium avocado
1 1/2 teaspoons Dijon mustard
1 teaspoon Tabasco or Crystal hot sauce, plus more for serving
Salt
4 (6- to 7-inch-long) soft French sandwich rolls, split lengthwise
1/4 cup mayonnaise
1 1/2 pounds uncooked large shrimp (21 to 25 count), peeled and deveined, tails removed
1 teaspoon Old Bay Seasoning
2 tablespoons vegetable oil
2 cups shredded iceberg lettuce
Scoop the flesh of the avocado into a medium bowl. Add the mustard and 1 teaspoon hot sauce, season with salt, and smash with the back of a fork until evenly combined and just slightly chunky. Taste and season with more hot sauce or salt as needed; set aside.
Toast the rolls. Spread the avocado mixture on the cut side of the bottom half of the rolls. Spread the mayonnaise on the cut side of the top half of the rolls.
Pat the shrimp dry with paper towels and place in a large bowl. Add the Old Bay, season with salt, and toss to combine. Heat the oil in a large frying pan over medium-high heat until shimmering. Add the shrimp in an even layer and cook, stirring rarely, until pink, opaque, and just cooked through, about 3 minutes.
Divide the shrimp over the bottom halves of the rolls and top with the lettuce. Close the sandwiches with the top halves of the rolls and cut each in half if desired. Serve with more hot sauce.