Bring first 4 ingredients to a boil in a nonreactive saucepan. Strain and pour over tomato in a medium bowl. Chill at least 1 hour.
Combine 3 tablespoons Creole Barbecue Sauce with mayonnaise; cover and chill. Marinate shrimp in remaining Creole Barbecue Sauce in a small bowl 30 minutes.
Heat grill to medium-high; brush surface with vegetable oil, and grill shrimp about 2 minutes per side or until firm.
Cut each baguette into 3 pieces, slice each piece in half, and toast. Spread mayonnaise mixture onto each baguette slice. Assemble sandwiches with lettuce, tomato, and shrimp, and top with additional mayonnaise, if desired. Serve warm or at room temperature.