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, whisk together flour, cornmeal, paprika, garlic powder, cayenne, salt, and black pepper. In a separate bowl, beat eggs with hot sauce until well combined.
03 - Pat shrimp completely dry with paper towels. Dip each shrimp first into the egg mixture, allowing excess to drip off, then press firmly into the flour-cornmeal mixture, ensuring thorough coating on all sides.
04 - Heat 1 inch of vegetable oil in a large skillet or Dutch oven to 350°F. Fry shrimp in batches without overcrowding, cooking 2 to 3 minutes per side until golden brown and crispy. Transfer to a paper towel-lined plate to drain.
05 - Lightly toast the cut sides of French rolls in a skillet or toaster oven for enhanced texture and flavor, if desired.
06 - Generously spread remoulade sauce on both halves of each roll. Layer shredded lettuce on the bottom, followed by tomato slices, red onion, and pickle slices. Pile fried shrimp generously on top and close with the top bun.
07 - Serve sandwiches immediately while shrimp remain hot and crispy. Pair with cold beer or sweet iced tea for an authentic Southern experience.