For the shrimp:
2 1/2 teaspoons salt
1 teaspoon cayenne pepper
1 teaspoon garlic powder
1 teaspoon paprika
1/2 teaspoon dried oregano
1/2 teaspoon dried thyme
1/2 teaspoon pepper
1/2 teaspoon onion powder
1/2 teaspoon lemon zest
Vegetable oil for frying
1 1/2 pounds medium shrimp (about 36), peeled and deveined
1 cup buttermilk
1 1/2 cups all-purpose flour
1 cup cornmeal
For the rémoulade:
1/2 cup mayonnaise
2 teaspoons fresh lemon juice
2 teaspoons Worcestershire sauce
1 teaspoon Dijon mustard
1 teaspoon prepared horseradish
1/2 teaspoon Tabasco sauce (if you like spice, add a little more)
2 garlic cloves, minced
For the sandwich:
4 8-inch-long French rolls, cut horizontally
Prep the rémoulade by mixing the ingredients well, and then cover and refrigerate.
For the shrimp, whisk together the salt, cayenne pepper, garlic powder, paprika, oregano, thyme, pepper, onion powder, and lemon zest until well blended.
Fill a large pot with about 2 inches of oil and heat over medium heat to about 350 degrees.
Put about 2 tablespoons of the spice mix into a medium bowl and coat the shrimp evenly with the spices. Pour the buttermilk into a separate medium bowl, and whisk the cornmeal and flour together in another medium bowl.
Working in batches, dip the shrimp into the buttermilk and then the flour/cornmeal before putting into the oil for frying. Cook the shrimp in batches so the pot isn’t too crowded, for about four minutes per batch until the shrimp are golden-brown.
Let the shrimp drain on a paper towel before adding to the sandwiches. Spread the top of the bread with rémoulade; line the bread with lettuce, tomatoes, and pickles (if desired); and then add your shrimp. If you want it spicy, definitely dab some hot sauce on there, too.