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Heat oven to 220C/200C fan/gas 7. Put the baguettes on a baking tray and put the scampi on a second baking tray lined with foil. Put both trays in the oven and bake for 15 mins, turning the baguettes halfway so they cook evenly.
Meanwhile, slice the lettuce, tomatoes and gherkins. Crush the garlic clove into the mayonnaise and mix with the hot sauce and a little bit of juice from the gherkin jar. Season.
Split the baguettes down the middle lengthways. Generously spread the mayonnaise inside, then cram with the lettuce, tomatoes, gherkins and scampi. Squeeze over lemon juice to serve.