01 - In a small bowl, combine mayonnaise, Dijon mustard, horseradish, hot sauce, lemon juice, pickle relish, minced garlic, paprika, salt, and pepper. Mix thoroughly until well incorporated. Cover and refrigerate until ready to use.
02 - In a shallow bowl, whisk together flour, cornmeal, paprika, garlic powder, cayenne pepper, salt, and black pepper. In a separate bowl, whisk eggs with hot sauce until blended.
03 - Pat shrimp completely dry with paper towels. Dip each shrimp first into the egg mixture, allowing excess to drip off, then press into the flour-cornmeal mixture, ensuring thorough coating on all sides.
04 - Heat approximately 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 if desired, keeping them warm for assembly.
06 - Spread a generous layer of remoulade sauce on both cut sides of each roll. Layer with shredded lettuce, tomato slices, red onion, and pickle chips. Pile fried shrimp generously on top and close the sandwich.
07 - Serve immediately while shrimp remain hot and crispy for optimal texture and flavor.