01 - In a bowl, whisk together mayonnaise, Dijon mustard, Louisiana-style hot sauce, sweet relish, chopped capers, fresh 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 all-purpose flour, cornmeal, paprika, garlic powder, onion powder, cayenne pepper, kosher salt, and black pepper. Mix thoroughly 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 firmly to adhere coating. Place coated shrimp on a clean plate in a single layer.
04 - Pour about 2 inches of vegetable oil into a deep skillet or Dutch oven. Heat to 350°F, maintaining temperature throughout frying process.
05 - Fry shrimp in batches, being careful not to overcrowd the pan, for 2–3 minutes until golden brown and crispy. Use a slotted spoon to transfer to a paper towel-lined plate to drain excess oil.
06 - Split the French rolls horizontally. Lightly toast cut sides if desired for extra texture. 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 on top, then add dill pickle slices. Drizzle with additional remoulade if desired. Top with remaining bread half and press gently.
08 - Serve immediately while shrimp are hot and crispy for optimal texture and flavor.