Fried Shrimp Rolls

Name: Fried Shrimp Rolls
Ingredients: 1 pound extra-large shrimp (16 to 20), peeled and deveined; 3 large eggs; 1 1/2 cups milk; 1 teaspoon paprika; Kosher salt; 1 1/2 cups all-purpose flour; Freshly ground pepper; 1 1/2 cups breadcrumbs (preferably fresh); 3/4 cup mayonnaise; 1/4 cup chopped dill pickle; 2 tablespoons ketchup; 1 tablespoon horseradish, drained and rinsed 1 teaspoon Worcestershire sauce; 4 scallions, finely chopped; 1 tablespoon minced fresh parsley Peanut or vegetable oil, for frying; 4 Portuguese or kaiser rolls, split open; Shredded iceberg lettuce, for topping; Lemon wedges, for serving