1
Preheat the oven to 400°F.
2
Toss the shrimp on a baking sheet with olive oil, salt and pepper. Roast for 5 minutes, or until cooked through and bright pink. Let cool.
3
In a large bowl, combine the scallions, mayo, Old Bay, onion, lemon juice, mustard, celery, salt and pepper. Fold in the shrimp.
4
To make the coleslaw, in a large bowl, combine the mustard, vinegar, sugar, salt, pepper, and mayonnaise. Fold in the cabbage, carrots, and onion. Season with salt and pepper.
5
Line the rolls with lettuce leaves, fill with shrimp salad and serve with coleslaw.