Combine shrimp, jalapeño, scallions, lemon zest, lemon juice, salt, cayenne pepper, and hot sauce in a food processor, and pulse to chop thoroughly. Pour oil to a depth of 2 inches into a Dutch oven; heat to 350°F.
Spread about 3 tablespoons shrimp mixture on each piece of bread. (You don't have to measure the shrimp mixture; just make sure you spread about a 1/2 inch on each.) Cut each piece of bread into quarters.
Fry squares, in batches of 6, shrimp side down, until shrimp paste inflates, about 1 minute. Flip squares over, and fry until toast is lightly browned, about 30 seconds
Remove toasts from oil, and pat dry with paper towels. Top each piece with a pickle slice, and serve immediately.