Gently pat oysters dry with paper towel. Combine the bread crumbs, Cajun spice and salt in a bowl. Place the flour and egg mixture in separate small bowls. Line a plate with plastic wrap. Coat an oyster in flour, dip in the egg mixture, coat in the breadcrumbs, and then set on the plate. Repeat with remaining oysters.
Heat oil in a large, non-stick skillet set over medium-high heat. Fry the oysters about 2 minutes per side, until golden and crispy. Spread buns with mayonnaise. Sandwich the lettuce, tomatoes, oysters and pickles in the buns and serve.