01 - In a bowl, whisk together mayonnaise, Dijon mustard, Louisiana-style hot sauce, sweet relish, chopped capers, lemon juice, minced garlic, smoked paprika, Worcestershire sauce, and fresh parsley until smooth. Season with salt and black pepper to taste. Cover and refrigerate until ready to use.
02 - In a shallow bowl, whisk eggs with hot sauce. In another bowl, combine flour, cornmeal, paprika, garlic powder, onion powder, cayenne pepper, kosher salt, and black pepper. Mix well to distribute spices evenly.
03 - Pat shrimp dry with paper towels. Dip each shrimp in the egg mixture, allowing excess to drip off, then dredge in the flour-cornmeal mixture, pressing gently to adhere coating. Place coated shrimp on a plate in a single layer.
04 - Pour about 2 inches of vegetable oil into a deep skillet or Dutch oven. Heat oil to 350°F, maintaining temperature throughout frying process.
05 - Fry shrimp in batches for 2–3 minutes, turning once, until golden brown and crispy. Use a slotted spoon to transfer shrimp to a paper towel-lined plate to drain excess oil.
06 - Split the French rolls lengthwise. Lightly toast cut sides if desired for extra crunch. Generously spread remoulade sauce on both halves of each roll.
07 - Layer shredded lettuce on the bottom half of each roll, followed by tomato slices. Arrange fried shrimp over vegetables, then top with sliced dill pickles. Drizzle with additional remoulade if desired. Place top half of roll on sandwich.
08 - Serve immediately while shrimp are hot and crispy for optimal texture and flavor.