Heat oil in a large skillet over medium heat. Add the shrimp and season with seasoned salt and pepper to taste. Cook shrimp until bright pink and opaque, about two minutes. Raise heat to medium-high and add lemon juice. Continue cooking for another minute or two, remove from heat, and set aside to cool.
Once cooled, coarsely chop the cooked shrimp into pieces and place in a large mixing bowl with the lump crabmeat.
Add the scallions, celery, mayonnaise, Dijon mustard, hot sauce, seasoned salt, and additional black pepper to taste. Stir together to combine.
Place a lettuce leaf on the bottom of the bread and top with a half cup of seafood salad and another slice of bread. Slice sandwiches in half and serve on a platter.