Combine the oil, garlic cloves and chili powder in a shallow bowl. Season with salt and pepper to taste. Add the crabs and turn them to coat evenly with oil mixture. Cover and chill for at least two hours.
Prepare a grill. Combine the mayonnaise, lime juice, cilantro and shallots in a small bowl and season with salt and pepper. Set aside.
Drain the soft-shelled crabs and grill over glowing coals for 3 to 5 minutes on each side, or until they turn red. Split the French bread rolls and grill, turning them once, until they are crisp and lightly browned. Brush the split sides of the rolls with the cilantro mayonnaise, add a crab per roll and enjoy!
Makes 8 servings