Make the Remoulade Sauce: In a small bowl, whisk together mayonnaise, Dijon mustard, ketchup, hot sauce, paprika, garlic powder, Worcestershire sauce, lemon juice, salt, and pepper. Cover and refrigerate until ready to use.

Prepare the Breading: In a shallow bowl, mix flour, cornmeal, paprika, garlic powder, cayenne, salt, and black pepper. Beat eggs in a separate shallow bowl.

Bread the Shrimp: Pat shrimp dry with paper towels. Dredge each shrimp in the flour mixture, then dip in eggs, then coat evenly with the flour-cornmeal mixture again.

Fry the Shrimp: Heat 1–2 inches of vegetable oil in a deep skillet over medium-high heat. Fry shrimp in batches for 2–3 minutes per side, until golden brown and crispy. Remove with a slotted spoon and drain on paper towels.

Assemble the Sandwiches: Slice baguettes and lightly toast if desired. Spread a generous layer of remoulade sauce on the bottom half. Layer shredded lettuce, tomato slices, pickles, and fried shrimp. Spread more remoulade on the top half of the roll and close the sandwich.

Serve: Serve immediately with extra remoulade on the side and your favorite sides like fries or coleslaw.