In a bowl, combine mayonnaise, relish, lemon juice, hot sauce, finely chopped capers, paprika, mustard, Worcestershire sauce, and freshly minced garlic. Stir until well blended and smooth. Cover and refrigerate while you prepare the shrimp—this allows the flavors to meld together beautifully. I like to make this first so it has time to chill and the garlic flavor mellows slightly into the mayo.

In a small bowl, combine salt, smoked paprika, garlic powder, onion powder, dried thyme, cayenne pepper, and black pepper. In a separate shallow bowl, whisk together flour and cornmeal—this combination creates the signature crispy, crunchy crust. In a third bowl, whisk buttermilk with hot sauce until combined. Having all three mixtures ready before you start coating ensures the process moves smoothly and the shrimp coating stays fresh.

Pat the shrimp dry with paper towels—this is crucial for a crispy coating. Sprinkle the shrimp evenly with the seasoning blend from Step 2, tossing gently to coat all sides. Working in batches if needed, dip each seasoned shrimp into the buttermilk mixture, then dredge in the flour-cornmeal mixture, coating thoroughly on all sides. Arrange the coated shrimp on a parchment-lined baking sheet and refrigerate for at least 20 minutes; this helps the coating adhere and creates an even crispier exterior when fried.

Pour canola oil into a large, heavy-bottomed pot or Dutch oven to a depth of about 2 inches. Heat the oil to 350°F using a deep-fry or instant-read thermometer—maintaining the correct temperature is key to achieving golden, crispy shrimp without greasiness. Once the oil reaches temperature, working in batches to avoid crowding the pot, carefully add the coated shrimp and fry for 3 to 4 minutes until they turn golden brown and float to the surface. Remove with a slotted spoon and drain on paper towels.

Slice each French bread loaf in half lengthwise, creating a boat-like structure. Spread a generous layer of the chilled remoulade sauce from Step 1 on the bottom half of each bread. Layer shredded lettuce and sliced tomato on top of the sauce. Arrange the warm fried shrimp from Step 4 over the vegetables, and top with pickles. I always place the shrimp while they're still warm so they stay crispy and the heat slightly softens the bread just enough to make eating easier.