01 - Whisk together mayonnaise, Dijon mustard, hot sauce, sweet relish, capers, lemon juice, minced garlic, smoked paprika, Worcestershire sauce, and fresh parsley until smooth. Season with salt and pepper to taste. Cover and refrigerate until ready to use.
02 - In a shallow bowl, whisk eggs with hot sauce. In another bowl, combine flour, cornmeal, paprika, garlic powder, onion powder, cayenne pepper, kosher salt, and black pepper.
03 - Pat shrimp dry with paper towels. Dip each shrimp in the egg mixture, then dredge in the flour-cornmeal mixture, pressing to coat evenly. Place coated shrimp on a plate.
04 - Pour about 2 inches of vegetable oil into a deep skillet or Dutch oven. Heat to 350°F.
05 - Fry shrimp in batches for 2 to 3 minutes, until golden brown and crispy. Use a slotted spoon to transfer to a paper towel-lined plate to drain.
06 - Split the French rolls in half. Lightly toast if desired.
07 - Spread remoulade sauce generously on both sides of each roll. Layer shredded lettuce, tomato slices, fried shrimp, and dill pickles on the bottom half. Drizzle with additional remoulade if desired and top with the remaining bread half.
08 - Serve immediately while the shrimp remain hot and crispy.