Preheat oven to 400 degrees.
Mix all the ingredients for the marinade in a bowl until the sugar dissolves. Set aside 1 tablespoon of the marinade into a separate bowl. Add the shrimp into the bowl with the remaining marinade. Using your hands or a spoon, mix until the shrimp are fully coated with marinade.
While the shrimp marinates, make the pickled carrots and daikon. In a mixing bowl, combine the vinegar and sugar until the sugar has dissolved. Add the carrots and daikon into the bowl and mix and set aside.
In a cast iron skillet (or sauté pan) on medium-high heat, cook shrimp for 4-5 minutes, or until cooked all the way through.
While the shrimp are cooking, slice the baguettes and place right on the rack in the oven for a few minutes to toast. Make the spicy aioli by mixing 2 tablespoons of mayonnaise into the reserved 1 tablespoon of marinade.
Once the bread is slightly toasted, assemble the sandwich: start by putting the spicy aioli onto both sides of the bread, then add the cucumbers, pickled carrots and daikon, fresh cilantro, jalapeños, and shrimp