Preheat oven to high broil. Place red pepper on baking sheet and coat with olive oil and season with salt and pepper to taste. Broil the pepper for 2-3 minutes and then turn and the pepper and broil for another 2-3 minutes until pepper is tender. Remove from oven and let it cool, then slice thinly.
Heat oven to 450 degrees. Place a wire rack on a baking sheet and set aside for later.
Spread the flour in a shallow dish, I use a dinner plate. Place the panko in a separate shallow dish or dinner plate.
In a small bowl, whip the egg whites with a whisk until they are extremely foamy but not yet holding peaks.
Working in batches, put the shrimp in the flour, cover completely and shake off any extra. Then add dip the shrimp in the egg whites; toss to coat completely. Then add the shrimp to the panko and turn to completely coat.
Place the shrimp on the wire rack, and season generously with salt. Repeat process with remaining shrimp.
Bake on rack until breading is golden and crispy and shrimp are cooked through, about 8 minutes.
Stir together mayo and Sriracha. Prepare buns by separating the top and bottom buns. I love using my homemade Whole Wheat Rolls. Spread the mayo on each side of the bun.
Then top each bun with lettuce and peppers. Pile the amount of shrimp you like on one half of the bun, do this on top of the peppers and lettuce. Then top with the other half of the bun. Serve and enjoy!