Stir mayonnaise, paprika, lemon rind and juice in a bowl to combine and season to taste.
Heat oil in a frying pan over medium-high heat, add bacon and fry, turning occasionally, until browned and crisp (1-2 minutes), transfer to a tray lined with paper towels.
Add prawns to the pan and fry, turning occasionally until cooked through (2-3 minutes).
Spread 8 slices of bread with mayonnaise.
Arrange prawns over 4 slices, season to taste, then top with a second slice of bread.
Arrange bacon, tomato and lettuce on top, season to taste and sandwich with remaining bread. Secure with toothpicks, cut each sandwich in half and serve with chips.