Directions

1. In a small bowl, stir together the mayonnaise, ketchup, mustard, relish and hot sauce. Set aside.
   
2. In a shallow bowl, stir together the flour, salt and cayenne. In a second shallow bowl, whisk together the egg and milk. In a third shallow bowl, add the panko.
   
3. Preheat the oven to 400 degrees. Grease a sheet pan with cooking spray. Dredge the shrimp in the flour, then dip in the egg/milk mixture and finally toss in the panko.
   
4. Place the shrimp on the prepared pan. Continue with remaining shrimp then spray lightly on top with cooking spray. Bake in the oven for 12 to 15 minutes, until shrimp is starting to brown.
   
5. Split each roll; top with half of the lettuce, then half of the tomato and half of the shrimp. Drizzle each with the sauce and serve.