Hollow out centers of rolls, leaving 1/2-inch-thick shells.
Reserve insides of rolls for another use.
Peel and devein shrimp.
Bring water to a boil; add shrimp, and cook 3 to 5 minutes or until shrimp turn pink.
Drain well; rinse with cold water.
Cover and chill at least 15 minutes.
Combine mayonnaise and next 3 ingredients, stirring well.
Stir in shrimp.
Line each roll half with 2 lettuce leaves.
Spoon shrimp mixture evenly over lettuce.