01 - In a small bowl, combine mayonnaise, Dijon mustard, horseradish, hot sauce, lemon juice, pickle relish, minced garlic, paprika, salt, and pepper. Mix well, cover, and refrigerate until ready to use.
02 - In a shallow bowl, mix flour, cornmeal, paprika, garlic powder, cayenne, salt, and black pepper. In another bowl, whisk eggs with hot sauce.
03 - Pat the shrimp dry with paper towels. Dip each shrimp first in the egg mixture, then dredge in the flour-cornmeal mixture, pressing gently to coat well.
04 - Heat about 1 inch of vegetable oil in a large skillet or Dutch oven to 350°F. Fry shrimp in batches for 2–3 minutes per side, or until golden and crispy. Drain on a paper towel-lined plate.
05 - Lightly toast the French rolls or hoagie buns, if desired, for added texture.
06 - Generously spread remoulade sauce on both sides of each roll. Layer with shredded lettuce, tomato slices, onion, and pickles. Pile the fried shrimp on top and close the sandwich.
07 - Serve immediately while the shrimp are hot and crispy for the best texture and flavor.