Heat the olive oil in a skillet over medium-high heat. Add the shrimp and cook for 1 minute. Add the corn and continue to cook, stirring, until the shrimp is opaque, about 2 more minutes. Remove from the heat and allow to cool.
In a bowl, stir together the mayonnaise, pesto, and lemon juice. Stir in the bell pepper, green onions and reserved shrimp/corn mixture. Season to taste with salt and pepper.
Serve the shrimp mixture in the hot dog buns.
