Combine mayonnaise, relish, lemon juice, hot sauce, minced capers, paprika, coarse mustard, worcestershire sauce, minced garlic cloves, and fresh parsley in a bowl and stir until well blended. Transfer to the refrigerator to chill while you prepare the shrimp—this allows the flavors to meld together and gives you a cold, creamy sauce ready for assembly.

In a small bowl, combine salt, smoked paprika, garlic powder, cayenne pepper, and black pepper. Divide this spice mixture in half—one half will season the raw shrimp, and the other half will be added to the flour coating. Pat the 2 lb shrimp dry with paper towels, then toss them with the first half of the spice mixture, making sure each shrimp is evenly coated. I like to let seasoned shrimp sit for a few minutes so the spices really stick to them before breading.

In one bowl, whisk together all-purpose flour, cornmeal, and cornstarch, then stir in the reserved half of the spice mixture until evenly distributed. In a separate bowl, whisk together buttermilk and hot sauce until combined. Setting up these two stations ahead of time keeps the breading process smooth and prevents any lumps from forming in your coatings.

Working with a few shrimp at a time, dip each seasoned shrimp into the buttermilk mixture from Step 3, allowing excess to drip off, then immediately roll it in the flour mixture from Step 3, coating all sides evenly. Place the breaded shrimp on a parchment-lined baking sheet and refrigerate for at least 20 minutes—this resting time helps the coating adhere better and creates a crispier crust when fried.

Heat about 2 inches of oil in a large, heavy-bottomed pot or Dutch oven to 350°F (use a thermometer to check). Working in batches to avoid overcrowding, carefully lower the chilled breaded shrimp into the hot oil and fry for 3 to 4 minutes, stirring occasionally, until the coating turns golden brown and the shrimp are cooked through. Transfer the fried shrimp to a paper towel-lined plate to drain excess oil.

Lightly toast the French bread loaves to give them a sturdy exterior that won't get soggy from the sauce and toppings. Spread a generous amount of the chilled remoulade sauce from Step 1 on the inside of each toasted bread loaf, then layer the fried shrimp from Step 5 down the middle, followed by shredded iceberg lettuce, sliced beefsteak tomatoes, and dill pickle slices.