Preheat the oven to 425 degrees F. Line a large baking sheet with parchment paper. Brush the paper with the oil. Combine the breadcrumbs, paprika, salt and cayenne on a plate. Coat each piece of sole in the breadcrumb mixture, gently pressing the crumbs on to help them adhere. Set on the baking sheet and bake for 5 minutes. Carefully flip each piece over and bake 5 minutes more. Sandwich 2 pieces of the sole in each bun along with tartar sauce, lettuce, tomatoes and pickles.