For the aioli: In a medium bowl, whisk together the egg yolk, mustard, vinegar, garlic, lemon juice and salt. In drops, slowly pour in the canola oil until the mixture thickens, still whisking. Once thickened, slowly drizzle in the canola oil. Continue to whisk. Once canola oil is incorporated drizzle in the olive oil. Add the tabasco and cayenne pepper, whisk until combined. Add more salt to taste if desired. Place in refrigerator and let sit for a few hours for flavors to marry.
Heat the outdoor or indoor grill pan, to medium-high heat. If you grill the shrimp on an outdoor grill, place them on skewers or in a grill basket so they do not fall through the cracks of the grill.
For the po’ boy: In a large ziploc bag or dish, toss the shrimp, salt, pepper lemon juice, olive oil and old bay seasoning together. Grill for about 3 minutes each side, until they start to curl. Remove and set aside.
Open the Long Rolls and spread butter on the inside of both halves. Grill until grill marks appear.
Arrange po’ boy by spreading the Cajun Aioli on the bottom of the roll, top with shrimp, then the lovely red tomatoes and finally the lettuce. If you like a little extra aioli drizzle some over the top of the lettuce.
Recipe adapted from http://food52.com