01 - In a small bowl, combine mayonnaise, Dijon mustard, horseradish, ketchup, lemon juice, pickle relish, hot sauce, paprika, and minced garlic. Season with salt and pepper to taste. Refrigerate until needed.
02 - In a large bowl, toss the shrimp with 1 tbsp hot sauce and let sit for 5 minutes.
03 - In one shallow dish, whisk together flour, cornmeal, paprika, garlic powder, cayenne, salt, and black pepper. In another dish, beat eggs with remaining 1 tbsp hot sauce.
04 - Dip each shrimp into the egg mixture, then dredge thoroughly in the flour-cornmeal mixture, coating evenly on all sides.
05 - Heat 2 inches of vegetable oil in a large skillet or deep fryer to 350°F. Working in batches, fry shrimp for 2 to 3 minutes until golden and crispy. Drain on paper towels.
06 - Split the baguette rolls lengthwise and lightly toast them if desired.
07 - Spread a generous layer of remoulade sauce on each toasted roll. Layer with shredded lettuce, tomato slices, red onion, and pickle slices. Top with fried shrimp.
08 - Drizzle additional remoulade sauce over shrimp, close the sandwich, and serve immediately.