Mix the shrimp with 1 tsp salt and 1/4 tsp baking soda and set aside in the fridge while you prep the rest of the toppings
Small dice the cucumber and thinly slice the green onions
Wash and cut several leaves of lettuce into thin slices
Zest and juice the lemon
Mix sauce together (mayo, ketchup, worchestershire, lemon juice, brandy, paprika)
Melt the butter in the microwave or on the stove. Or, make beurre monte (see next step)...
Beurre monte (optional): bring some water to a gentle simmer: 1 tbsp water per 2 tbsp butter. Whisk in the first tablespoon of butter until it's fully incorporated. Then, add one more tablespoon at a time, whisking completely, until a slightly thick, pale butter sauce is formed.
Remove shrimp from fridge, pat completely dry with paper towels. Season with salt and pepper. Pan fry on high heat to get a nice sear before they overcook.
Spread some of the butter on the rolls and toast them
Top rolls with a bed of chopped lettuce, shrimp, cucumber, sauce, butter (or beurre monte), and lemon zest