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.
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.
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.
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.
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 thins 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!