1. Place a baking sheet in oven. Preheat oven to 450° (leave pan in oven).
2. Combine 1 tablespoon buttermilk, mayonnaise, and next 4 ingredients (through pepper), stirring with a whisk. Set aside.
3. Combine remaining 1 tablespoon buttermilk and shrimp in a bowl; toss to coat. Sprinkle with cornmeal; toss to coat. Carefully remove preheated pan from oven. Arrange shrimp in a single layer on pan. Lightly coat shrimp with cooking spray. Bake at 450° for 8 minutes or until done.
4. Cut bread pieces through the top, cutting to, but not through, the bottom. Hollow out bread, leaving a 1/2-inch-thick shell. Combine 2 tablespoons mayonnaise mixture and lettuce; toss to coat. Divide lettuce mixture, tomatoes, shrimp, and remaining mayonnaise mixture among bread pieces.