01 - Mix mayonnaise, Dijon mustard, relish, hot sauce, lemon juice, minced garlic, smoked paprika, salt, and pepper in a small bowl. Chill until ready to use.
02 - In a shallow bowl, whisk together flour, cornmeal, Cajun seasoning, garlic powder, paprika, salt, and black pepper. In another bowl, whisk eggs and milk together.
03 - Dip each shrimp first in the egg mixture, then dredge in the flour-cornmeal mixture, pressing lightly to coat evenly.
04 - Heat about 2 inches of vegetable oil in a large skillet or Dutch oven to 350°F. Fry shrimp in batches for 2-3 minutes per side, until golden and crispy. Drain on paper towels.
05 - Lightly toast the rolls if desired. Spread remoulade sauce on both sides of each roll. Layer shredded lettuce, tomato slices, pickles, and fried shrimp onto each roll. Top with extra sauce if desired.
06 - Serve immediately while hot for the best texture and flavor.