Heat broiler. Coat a broiler pan with nonstick cooking spray.
In a small bowl, stir together mayonnaise, lemon juice, zests, garlic and cayenne until smooth.
In a shallow glass dish, whisk together cornmeal and Old Bay seasoning. Coat fillets with nonstick cooking spray and dredge in cornmeal. Place on prepared broiler pan and broil, 4 inches from heat, for 7 to 8 minutes or until fish flakes easily.
To assemble, pull out some of the soft center of the rolls and discard. Cover both cut sides of the rolls with the mayonnaise mixture and fill with a fish fillet, tomato slices and lettuce.