Mix the cornmeal, all-purpose flour, cajun seasoning, salt, and pepper in a large bowl.
This blend creates the crunchy coating for the shrimp.
In another bowl, combine buttermilk with a splash of hot sauce.
Soak the shrimp in this mixture for 15 minutes.
Heat oil in a skillet to 375°F.
Dredge each shrimp in the dry mix after soaking.
Deep fry shrimp until golden.
Prepare the remoulade sauce by stirring together mayonnaise, mustard, Worcestershire sauce, lemon juice, hot sauce, and capers.
Slice French bread rolls and toast them lightly.
Spread remoulade sauce generously on each side.
Add shredded lettuce, tomato slices, and fried shrimp.