01 - Combine mayonnaise, Dijon mustard, horseradish, hot sauce, lemon juice, pickle relish, minced garlic, paprika, salt, and pepper in a small bowl. Mix thoroughly, cover, and refrigerate until ready to serve.
02 - Mix flour, cornmeal, paprika, garlic powder, cayenne, salt, and black pepper in a shallow bowl. In a separate bowl, whisk eggs with hot sauce until well combined.
03 - Pat shrimp dry with paper towels. Dip each shrimp first into the egg mixture, then press 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 for 2-3 minutes per side until golden brown and crispy. Transfer to a paper towel-lined plate to drain.
05 - Lightly toast the split French rolls or hoagie buns for added texture and to prevent sogginess.
06 - Spread remoulade sauce generously on both cut sides of each roll. Layer with shredded lettuce, tomato slices, red onion, and pickle slices. Pile fried shrimp on top and close the sandwich.
07 - Serve immediately while shrimp remains hot and crispy for optimal texture and flavor.