- 2 tablespoons drained capers, finely chopped
- 1 1/2 tablespoons grated sweet onion (such as Vidalia or Maui)
- 1 tablespoon chopped fresh tarragon
- 1/4 teaspoon celery seeds
- 1/4 teaspoon (or more) hot pepper sauce
- 1/2 cup finely chopped celery heart with leaves
- 2 tablespoons (1/4 stick) butter, room temperature
- 12 small (3-inch round) soft sandwich rolls or 6 hot dog buns, split horizontally
- 1 pound cooked peeled deveined large shrimp, each cut horizontally in half
- Avocado slices (optional)
- Thinly sliced butter lettuce (optional)
Mix first 5 ingredients and 1/4 teaspoon hot sauce in medium bowl. Mix in celery. Season with salt and pepper and more hot sauce, if desired. DO AHEAD Mayonnaise can be made 6 hours ahead. Cover; chill.
Lightly butter cut sides of rolls. Heat griddle or large nonstick skillet over medium heat. Add rolls, buttered side down, to griddle and cook until golden, 1 to 2 minutes. Spread mayonnaise over bottom of each bun. Top with shrimp, tomato, avocado, and lettuce, if desired. Cover with top buns. Transfer to plates.