- In a bowl, combine all the ingredients. Refrigerate.
- In a large non-stick skillet over high heat, brown the shrimp in half the oil. Season with salt and pepper. Set aside on a plate.
- In the same skillet, brown the pepper and shallot in the remaining oil. Return the shrimp to the skillet. Add the garlic and spices. Cook for 1 minute, stirring continuously. Deglaze with the lemon juice and Worcestershire sauce. Adjust the seasoning. Set aside.
- Toast the buns. Spread the inside of the buns with the parsley mayonnaise. Place the Cajun Shrimp on the buns. Garnish with tomatoes and lettuce. Cover and serve.