Preheat oven to 400 degrees. Lightly coat a shallow baking sheet with spray olive oil.
Combine panko, flour and Cajun seasoning in a flat dish. Dip shrimp into egg whites, then press into panko and arrange in single layer on prepared baking sheet. Once all shrimp have been coated, lightly spray tops of shrimp with olive oil. Bake for 5 minutes, then turn shrimp over and cook for another 5 minutes. Test for doneness. Shrimp should be crispy on the outside and opaque on the inside.
While shrimp are baking combine the coleslaw and spicy sauce ingredients in two separate bowls.
During the last few minutes of baking, add the hoagie rolls to the oven.
To serve, put a layer of shredded lettuce in each roll, top with a spoonful of coleslaw, a generous pile of oven fried shrimp, a drizzle of spicy sauce and sprinkle of fresh cilantro leaves.