How to Make It
Heat oil in a 12-inch nonstick skillet over medium-high. Add shrimp; cook until pink and cooked through, 1 to 2 minutes per side. Sprinkle with salt and pepper. Remove from skillet; set aside.
Add breadcrumbs and Old Bay seasoning to skillet; cook over medium, stirring occasionally, until golden brown, about 4 minutes. Remove from heat; set aside.
Whisk together mayonnaise, milk, and hot sauce in a small bowl until smooth.
Arrange lettuce wedges on a platter. Top with shrimp, dressing, and breadcrumbs. Garnish with capers.