Step 1: Prepare the Remoulade Sauce : In a bowl, combine mayonnaise, Dijon mustard, ketchup, hot sauce, Worcestershire sauce, paprika, garlic powder, cayenne, lemon juice, salt, and pepper. Mix until smooth and refrigerate while preparing shrimp.
Step 2: Prepare the Shrimp : In a shallow bowl, mix flour, cornmeal, paprika, garlic powder, cayenne, salt, and pepper. In another bowl, whisk together eggs and buttermilk. Dip each shrimp in the egg mixture, then dredge in the flour-cornmeal mixture, pressing lightly to coat.
Step 3: Fry the Shrimp : Heat vegetable oil in a deep skillet or frying pan over medium-high heat (about 350°F / 175°C). Fry shrimp in batches 2–3 minutes per side until golden brown and cooked through. Drain on paper towels.
Step 4: Assemble the Sandwich Spread a generous amount of spicy remoulade sauce on both sides of each baguette. Layer lettuce, tomato, pickles, and fried shrimp inside the rolls. Add extra sauce on top if desired.
Step 5: Serve : Serve immediately while shrimp are warm and crispy. Pair with French fries, coleslaw, or potato chips for a complete meal.