Bang bang sauce: in a small bowl add all your bang bang sauce ingredients and whisk to combine well. Store in the refrigerator for up to a week.
Fried shrimp: peel and devein your shrimp unless you have someone else to do it. I like to dry them off with paper towels after they're peeled.
Add buttermilk and sriracha sauce to a medium-sized bowl or shallow dish. Whisk together to combine fully.
In another medium-sized bowl or dish add cornstarch, flour, salt, and black pepper. Stir to combine fully.
Line a sheet pan or cutting board with parchment or wax paper for your shrimp to rest on before frying.
Fill a medium pan with 3 inches of peanut or vegetable oil. Place pan over medium-high heat. If you have a thermometer, you're trying to get the oil to 375 degrees F (190 C).
In batches of four or five shrimp, add them to the buttermilk mixture and make sure each shrimp is fully coated. Then move them to the seasoned cornstarch/flour mix and again, make sure every bit of shrimp is coated. Finally, move the shrimp to rest on the parchment. Try not to let the shrimp touch or crowd each other.
Once all your shrimp are coated and resting on the parchment, check the temperature of your oil. If you have a thermometer, you should be able to tell exactly. If you don't own a thermometer, you can sprinkle a little flour into the oil and if the oil starts bubbling aggressively when you put the flour in, it probably is ready.
Fry your shrimp in batches, trying not to crowd the pan. You'll want to fry each shrimp for 2 to 3 minutes until they reach the level of crispiness that you like. The cornstarch keeps them from turning very brown. You might want to let the oil rise in temperature between batches if it drops too much.
Once each shrimp is cooked, remove it from the oil to a paper towel-lined sheet pan to rest.
Sandwich assembly: add the shrimp to a bowl and toss with 3 or 4 tablespoons of bang bang sauce.
Slice your bread rolls and toast them if desired.
Spread some coleslaw or shredded lettuce on the bottom of each roll and then top the slaw with half of the shrimp in each sandwich.
Drizzle more bang bang sauce on top of the shrimp if desired and then add the top of the roll to complete the sandwich.