In mixing bowl or glass measuring cup combine the melted butter, hot sauce and seasoned salt. Whisk to combine. Place the shrimp in a medium size bowl and toss with 2 tablespoons of the buffalo sauce and the olive oil. Make sure you coat the shrimp all over. Set aside. Reserve the remaining sauce.: As the aromas of the butter and hot sauce come together you should notice a bright, vinegary scent with a rich, buttery undertone. Tossing the shrimp in 2 tablespoons of sauce helps the heat cling without drowning the seafood, so you still get the natural sweetness of the shrimp through the spice. Use your hands or a spoon to make sure each piece is evenly coated, so the exterior chars consistently on the grill. A common mistake is overcrowding the bowl, which prevents an even coat and leads to uneven flavor distribution.
To make the spicy avocado ranch. Combine all ingredients in a food processor and blend until creamy, scraping down the sides occasionally when needed. Taste and season additionally if desired. The avocado ranch can be stored in a seal-tight container for 1-2 days.: When the avocado , Greek yogurt , and aromatics whirl together you will see a pale green, silky sauce form with a cool, herbaceous aroma. Scraping the sides ensures no pockets of unblended avocado remain, and tasting at the end lets you dial in the salt and acidity. The texture should be spreadable but not runny, so it clings to the baguette . Avoid overblending which can warm the sauce and slightly alter the fresh avocado flavor.
Preheat the grill or grill pan over high heat. Grill shrimp about 2 minutes per side or until shrimp turn pink. Remove from the grill and toss the grilled shrimp with a few tablespoons of the remaining sauce. Don't use all the buffalo sauce, you want some to drizzle on the sandwich.: As the shrimp hit the grates you will hear a sharp sizzle and smell a toasty, savory perfume. Watch for the flesh to turn opaque and pink, with a hint of caramelization at the edges, which is your cue to flip. Tossing with a few tablespoons of reserved sauce after grilling seals in the buffalo flavor while keeping the exterior slightly crisp. Overcooking is the usual pitfall here, leading to rubbery texture, so remove them as soon as they are just done.
Preheat the broiler with the rack in the upper third position. Halve the baguette and then halve again (you should now have 4 baguettes). Place each baguette directly on the oven rack and broil until toasted and brown around the edges, 2 minutes. Remove from the oven and slice each baguette in half length wise.: Under the broiler the baguette will rapidly develop a golden, slightly charred edge and release a toasty, wheaty aroma. Keep a close eye because this step goes from perfect to burnt very quickly. A good visual cue is a warm amber color along the crust; that tells you the interior will be pleasantly crisp without becoming hard. To avoid uneven toasting, rotate the loaves halfway through if your broiler has hot spots.
Spread the spicy avocado ranch evenly across the bottom of each baguette. Layer on the lettuce, a sprinkle of blue cheese and a drizzle of buffalo sauce. Place the shrimp in an even layer across the bottom of the baguette. If desired drizzle with more spicy avocado ranch, buffalo sauce and another good sprinkle of blue cheese. At this point you can throw them in the oven under the broiler to melt the cheese for about 1 minute. This is not crucial, but it is good! Place the top half of the baguette on top. And now, Enjoy!: The first scent you should notice is the cool, herbaceous ranch meeting warm toasted bread, creating a layered aroma. Spreading the spicy avocado ranch first protects the baguette from getting soggy and ensures every bite has creamy balance. Arrange the shrimp in a single layer so each piece keeps its crisp edge and you get uniform bites with every forkful. If broiling to melt the blue cheese , watch closely because cheese can brown and become bitter quickly. A common oversight is adding too much sauce at this stage which can make the sandwich sloppy rather than cohesive.