Line a baking sheet with heavy-duty aluminum foil. Combine breadcrumbs, salt, pepper, and garlic in a medium bowl, stirring with a fork. Combine oil and shrimp; toss well. Place half of the shrimp in the breadcrumb mixture; toss well to coat. Place breaded shrimp in a single layer on prepared baking sheet. Repeat procedure with remaining shrimp and breadcrumb mixture. Broil 4 minutes or until shrimp are done.
Combine ketchup, juice, Worcestershire, chili powder, and hot sauce in a small bowl, stirring with a whisk.
Spread 2 tablespoons ketchup mixture over cut sides of each roll half. Place 1 cup lettuce over bottom half of each roll; top with 1/4 cup onion. Arrange 1 cup shrimp on each roll half; top with remaining roll half. Cut sandwiches in half.