Combine mayonnaise, garlic, and 1 1/2 teaspoons of the TABASCO® Sauce in a small bowl. Split French bread or rolls in half; scoop out some of the soft insides and discard. Spread inside of bread halves with mayonnaise mixture.
Heat 3 inches of oil in a deep-fryer to 375°F. Meanwhile, combine egg and milk in a small bowl. Combine cornmeal, flour, and 1/2 teaspoon salt in a shallow pan. Sprinkle shrimp with salt to taste and the remaining 1 teaspoon TABASCO® Sauce; toss well.
Dip shrimp in egg mixture, then coat with cornmeal mixture. Shake off excess coating and fry in hot oil until golden brown, about 3 minutes. Drain on paper towels.
Fill bottom halves of bread with hot shrimp and top with lettuce, tomato, and top of bread. Serve immediately.
Makes 4 servings.