Split the wheat rolls and butter the insides with half the butter. Toast the bread in a warm oven.
Meanwhile, stir together the mayonnaise and Cajun seasoning and set aside.
Preheat a small skillet over medium-high heat. Add the remaining butter to the skillet. When it starts to sizzle, add the shrimp and garlic. Add a pinch of salt and pepper. After 1 minute, stir the shrimp and let them cook on the other side for another 1-2 minutes. Do not overcook. When done, add the lemon juice and stir.
Assemble sandwiches: To each side of the bread, spread the mayonnaise mixture. Top with lettuce, shrimp, then onionsand tomatoes. Serve hot.