In a large bowl, add lobster, shrimp, celery, scallions, mayonnaise, aji amarillo, lemon juice, and Adobo; add hot sauce, if desired. Mix lobster mixture together gently until well blended; transfer to airtight container and refrigerate for at least 30 minutes.
Heat large skillet over medium heat. Butter buns inside and out; toast on skillet until golden brown and crisp all over.
To assemble rolls, divide shredded romaine evenly among rolls; fill with reserved lobster-shrimp salad. Serve immediately, with lemon wedges on the side.