Preheat the oven to 475 degrees . Cook the fish sticks on a baking sheet according to package directions.
In a small bowl, stir together the mayonnaise, hot sauce and lemon juice.
A few minutes before the fish sticks are done, toast the rolls in the oven. Smear 1 side of each toasted roll with the spicy mayonnaise. Add a layer of fish sticks and top with the lettuce and tomatoes. Serve the sandwiches with lemon wedges and spicy mayonnaise on the side.