Combine first 7 ingredients. Pour over slaw; toss gently to coat. Set aside.
Peel and devein shrimp. Combine shrimp and garlic in a large zip-top plastic bag; shake to coat. Combine cornmeal and next 3 ingredients in a medium bowl. Add to shrimp; shake until well-coated.
Coat a jelly-roll pan evenly with oil; place in oven for 3 minutes or until very hot. Arrange shrimp on pan in a single layer. Bake at 450° for 3 minutes; turn and bake an additional 1 minute or until golden. Remove shrimp from pan.
Spoon slaw mixture evenly over bottom halves of rolls; top each with 4 shrimp. Cover with top halves of rolls.