if your going to make your own remoulade, mix mustard mayo,pickle juice,hot sauce,garlic,paprika and cajun seasoning all together in a bowel and set aside while cooking, it will be better with time.
pour enough peanut oil in a large frying pan to come up about a 1/4 inch, and set pan over medium high heat until a small amount of flour sizzles immediately when you drop some in.
mix the corn meal,flour,cajun seasoning and salt in a large bowel. working with a few at a time dredge the shrimp in the eggs then in the cornmeal-flour mixture. shake off any excess and fry until golden on both sides, about 2 minutes total. set fried shrimp on paper towels to drain.
to assemble sandwich, slice the bread rolls almost all the way through and smear the remoulade on both top and bottom. lay down a layer of shredded lettuce on the bottom of the bread, then arrange the shrimp ontop. lay 3-4 slices of tomato on the shrimp and press the top of the bread down on the bottom, compressing the sandwich a little. serve right away with hot sause and maybe a beer.