01 - In a small bowl, combine mayonnaise, Dijon mustard, horseradish, hot sauce, lemon juice, pickle relish, minced garlic, paprika, salt, and pepper. Mix thoroughly, cover, and refrigerate until ready to use.
02 - In a shallow bowl, mix flour, cornmeal, paprika, garlic powder, cayenne, salt, and black pepper. In a separate bowl, whisk eggs with hot sauce until well combined.
03 - Pat the shrimp completely dry with paper towels. Dip each shrimp first into the egg mixture, allowing excess to drip off, then press into the flour-cornmeal mixture, coating thoroughly and shaking off excess.
04 - Heat about 1 inch of vegetable oil in a large skillet or Dutch oven to 350°F. Fry shrimp in batches without overcrowding for 2 to 3 minutes per side, or until golden brown and crispy. Transfer to a paper towel-lined plate to drain.
05 - Lightly toast the cut sides of the French rolls in a dry skillet or under a broiler for 1 to 2 minutes until golden and warmed through.
06 - Generously spread remoulade sauce on both cut sides of each roll. Layer bottom half with shredded lettuce, tomato slices, red onion, and pickle slices. Pile fried shrimp generously on top and close with the top bun.
07 - Serve immediately while shrimp are hot and crispy for optimal texture and flavor.