Start by combining the cornstarch, Old Bay seasoning, garlic powder, onion powder, sweet paprika, smoked paprika, salt, and black pepper in a shallow dish—this is your dry coating mixture. In a separate bowl, pour the buttermilk and submerge the cleaned shrimp, making sure they're fully coated. Let them soak for 10-15 minutes while you prepare everything else; this tenderizes the shrimp and helps the coating adhere better.
While the shrimp marinates, whisk together the mayonnaise, Thai sweet chili sauce, sriracha, and honey in a small bowl until smooth—this is your bang bang sauce. In another bowl, combine the shredded cabbage, shredded lettuce, sour cream, mayo, lime juice, and salt to create a tangy slaw. I like to make the slaw just before cooking so it doesn't get too watery from the lime juice sitting too long.
Preheat your air fryer to 380°F. Remove the buttermilk-soaked shrimp from the bowl and work in batches to coat each piece thoroughly in the dry mixture from Step 1, shaking off any excess. Arrange the coated shrimp in a single layer in the air fryer basket and cook for 8-10 minutes, shaking the basket or flipping them halfway through. The shrimp should be golden and crispy when done—I find that flipping them halfway ensures even browning on both sides.
As soon as the shrimp comes out of the air fryer, transfer it to a bowl and immediately pour the bang bang sauce from Step 2 over the hot shrimp. Toss gently to coat all the pieces evenly. The heat of the shrimp will warm the sauce and help it cling better to each piece.
While the shrimp is cooking, lightly toast the baguette rolls until they're golden and crispy on the cut sides—this prevents them from getting soggy when you add the wet ingredients. Slice the tomatoes into rounds and have the cilantro ready. To assemble, spread or layer a portion of the slaw from Step 2 on the bottom of each toasted roll, arrange tomato slices on top, then pile the bang bang shrimp on the tomatoes. Sprinkle with fresh cilantro and serve immediately while everything is still warm.