I see these as the perfect party food. And we all love a lobster roll, but do we all love the price? And since keeping a bag of shrimp in your freezer is (or should be) a no brainer, you can pull these off in no time. Btw, you could make the filling the day before, then all you need to do is heat the rolls at go time.
BTW - if they are frozen, put them in a large bowl, put the bowl in the sink and fill with cold water. Keep the water running gently until the shrimp are defrosted - about 10 minutes