01 - 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 in a bowl 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 2 tablespoons hot sauce. In a separate bowl, combine all-purpose flour, cornmeal, paprika, garlic powder, onion powder, cayenne pepper, kosher salt, and black pepper. Mix thoroughly to evenly distribute spices.
03 - Pat shrimp dry with paper towels. Dip each shrimp into the egg mixture, allowing excess to drip off, then dredge in the flour-cornmeal mixture, pressing firmly to ensure even coating. Place coated shrimp on a clean plate or baking sheet.
04 - Pour about 2 inches of vegetable oil into a deep skillet or Dutch oven. Heat to 350°F, monitoring temperature with a kitchen thermometer to maintain consistent heat.
05 - Fry shrimp in batches, being careful not to overcrowd the pan. Cook for 2-3 minutes until golden brown and crispy. Use a slotted spoon to transfer shrimp to a paper towel-lined plate to drain excess oil.
06 - Split the French rolls horizontally. Lightly toast cut sides under a broiler or in a skillet for 1-2 minutes until golden, if desired. Generously spread remoulade sauce on both sides 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 sauce if desired. Place top half of roll on sandwich.
08 - Serve immediately while shrimp are hot and crispy. For best results, consume within 15 minutes of assembly to maintain optimal texture contrast between crisp shrimp and soft bread.