In a small blender, add mayonnaise, peppers, and seasonings

Blend until smooth and creamy

In a pan over med/high heat, add the olive oil and warm

Add the shrimp to the hot pan

Shake a little salt and pepper over the shrimp

Continue to cook shrimp, tossing occasionally until shrimp turns pink

Spread butter on the inside of your hoagie rolls and either - place them under the oven broiler to toast them, or use a hot skillet to toast the buttered inside of the roll

Remove rolls, and spread cajun sauce on one side

Add tomatoes, lettuce, onion, and shrimp