1 If You Are Making Your Own Remoulade, Mix All The Ingredients Together In A Bowl And Set Aside For 30 Minutes Or So; You Don'T Have To Wait That Long, But The Sauce Will Be Better Over Time. 2 Pour Enough Peanut Oil In A Large Frying Pan To Come Up About 1/4 Inch, And Set The Pan Over Medium-High Heat Until A Small Amount Of Flour Sizzles Immediately When You Drop Some In. 3 Mix The Cornmeal, Flour, Cajun Seasoning And Salt In A Large Bowl. Working With A Few At A Time, Dredge The Shrimp In The Egg, Then In The Cornmeal-Flour Mixture. Shake Off Any Excess And Fry Until Golden On Both Sides, About 2 Minutes Total. Set The Fried Shrimp Aside On Paper Towels To Drain. 4 To Assemble The Sandwich, Slice The Sandwich Loaves Almost All The Way Through And Smear Remoulade On Both The Top And Bottom. Lay Down A Layer Of Shredded Lettuce On The Bottom Of The Sandwich, Then Arrange The Shrimp On Top. 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 At Once With Hot Sauce And A Beer.