Steps
- 1
Make the shrimp: Whisk the flour, cornmeal, Cajun seasoning, 1 tablespoon salt and 1 teaspoon pepper in a medium bowl. Stir together the milk and hot sauce in a large bowl; add the shrimp.
- 2
W orking in batches, remove the shrimp from the milk mixture, letting the excess drip off, and add to the bowl with the flour mixture; toss to coat. Transfer to a plate and refrigerate 15 minutes to let the coating set.
- 3
Meanwhile, make the rémoulade: Combine the mayonnaise, pickles, shallot and hot sauce in a small bowl; season with salt and pepper.
- 4
Heat 2 inches of vegetable oil in a large heavy pot over medium heat until a deep-fry thermometer registers 360˚ F or when you splash water it bubbles. Working in batches, fry the shrimp until golden brown and crisp, 2 to 3 minutes. Remove to a baking rack to let cool.
- 5
Assemble sandwich: toast bread (optional). Spread rémoulade on both sides, then lettuce, sliced tomatoes (crack some fresh black pepper on tomatoes) shrimp, pickles, more rémoulade sauce & hot sauce.
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