In a medium heavy pot, heat oil to 375 degrees F. In a small bowl, whisk to combine mayonnaise, Thai sweet chili sauce and chili garlic sauce. Set aside.
In a large bowl, combine cabbage, carrots, sugar, lime juice and olive oil. Season to taste with salt.
Working in batches, in a medium bowl, toss to combine shrimp with cornstarch, coating completely. Fry the shrimp until golden and crisp, about 1-2 minutes. Remove from oil and drain on a towel-lined plate, then place shrimp in a bowl and toss to combine with the sauce.
Spoon cabbage slaw onto bottom of bun and top with shrimp. Sprinkle with scallions.