How to Make It
Stir together paprika, black pepper, cayenne, and salt in a small bowl. Rub spice mixture evenly over fillets.
Heat 1 tablespoon oil in a large nonstick skillet over medium-high. Add half of fish to pan; cook until fish flakes easily with a fork, 2 to 3 minutes per side. Remove fish from pan. Repeat process with remaining 1 tablespoon oil and remaining fish.
Preheat broiler to high with oven rack in top position.
Arrange rolls, cut sides up, in a single layer on a baking sheet. Broil until golden, 30 to 45 seconds.
Stir together mayonnaise, capers, mustard, ketchup, and hot sauce in a bowl. Spread mixture over cut sides of rolls. Place lettuce, onion, and tomato on bottom halves of rolls. Add fish; cover with top halves of rolls.