Why This Recipe Works

For a crunchy coating on our shrimp, we relied on a three-step process. First, we tossed them in a dry mixture of flour, cornmeal, and Creole seasoning. Next, we dipped them in beaten eggs with a bit of the dry mixture added. Finally, we again dredged them in the flour mixture. This breading process allowed more batter to stick to the shrimp, maximizing crunchiness. We let the coated shrimp rest in the refrigerator before frying them to ensure that the batter didn’t slough off during cooking. Store-bought Creole seasoning gave the coating a subtle spicy kick. Lightly toasting the sub rolls before building our sandwiches gave them the traditional crunch of New Orleans–style French bread.

Before You Begin

Frank’s Red Hot Original Cayenne Pepper Sauce is best here. Use a Dutch oven that holds 6 quarts or more. Do not refrigerate the breaded shrimp for longer than 30 minutes, or the coating will be too wet. It may seem like you’re spreading a lot of rémoulade on the rolls, but it will be absorbed by the other ingredients.

Instructions

for the rémoulade

Whisk all ingredients together in bowl. Set aside.

for the shrimp

Set wire rack in rimmed baking sheet. Whisk flour, cornmeal, and Creole seasoning together in shallow dish. Whisk eggs and 1/2 cup flour mixture together in second shallow dish.

Place half of shrimp in flour mixture and toss to thoroughly coat. Shake off excess flour mixture, dip shrimp into egg mixture, then return to flour mixture, pressing gently to adhere. Transfer shrimp to prepared wire rack. Repeat with remaining half of shrimp. Refrigerate shrimp for at least 15 minutes or up to 30 minutes.

Line large plate with triple layer of paper towels. Add oil to large Dutch oven until it measures about 1 1/2 inches deep and heat over medium-high heat to 375 degrees. Carefully add half of shrimp to oil. Cook, stirring occasionally, until golden brown, about 4 minutes. Using slotted spoon or spider skimmer, transfer shrimp to prepared plate. Return oil to 375 degrees and repeat with remaining shrimp.

Spread rémoulade evenly on both cut sides of each roll. Divide lettuce, tomatoes, pickle chips, and shrimp evenly among rolls. Serve.