1) In a saute pan, over medium heat, add the olive oil. Season the prawns with salt and pepper. Add the prawns to the pan and cook for about 2 minutes on each side. Put in the refrigerator to chill.
2) In a large bowl, mix the remaining ingredients and set aside. Once the prawns are cool, cut into pieces and add to the mayonnaise sauce. Cover and refrigerate to chill. Put equal amounts of prawn salad on the rolls and top with sweet onion jam.
Sweet onion jam:
1) In a medium saucepan, add the onions, vinegar, wine, sugar and salt and pepper. Cook over low heat until reduced by half. The liquid will become syrupy. Stir in the lemon juice and season with more salt and pepper, if needed.