Defrost Shrimp – Place frozen shrimp in a colander and run under cold water until no longer icy, about 3 minutes. Alternatively, set them in a bowl and submerge in cool water until defrosted, about 10 minutes.
Marinate the Shrimp – In a medium bowl, whisk together the buttermilk, eggs, 1 tablespoon Cajun seasoning, and hot sauce if using. Add the shrimp and marinate for 10 minutes and up to 24 hours.
Coat the Shrimp – Whisk together the flour, cornmeal, and 1 tablespoon Cajun seasoning in a shallow bowl. Working with one shrimp at a time, let any excess egg drip off, then place it in the flour mixture. Coat it evenly on all sides, then gently shake off the extra flour.
Fry the Shrimp – Add the oil to a 10-inch skillet. It should reach about 1/2-inch up the sides, add more if needed. Heat the oil over medium heat until it reaches 350ºF (177ºC). Add 8 to 10 pieces to the pan; do not overcrowd. Fry until golden brown and crispy, about 1 to 2 minutes per side. Transfer to a paper towel-lined plate to drain excess oil. Fry the remaining pieces of shrimp.
Assemble the Po Boy – Cut the bread in half lengthwise and toast if desired. Spread the remoulade sauce on both sides, then add the lettuce, tomato, pickles, and shrimp. Drizzle on more remoulade or hot sauce if desired. Enjoy while the shrimp is hot and crispy!
Notes
Homemade Cajun Seasoning: Combine 2 teaspoons kosher salt, 1 teaspoon smoked paprika, and 1/2 teaspoon of each of garlic powder, onion powder, black pepper, dried oregano, dried thyme, and cayenne pepper.
Make it Spicier: Add 1 to 3 teaspoons of hot sauce to the buttermilk marinade.
Homemade Remoulade Sauce: Combine 1 cup mayonnaise, 2 tablespoons of each Creole mustard, parsley, scallions, relish, and lemon juice, 2 teaspoons Cajun seasoning, 1 teaspoon of each Worcestershire sauce, hot sauce, horseradish, garlic, and paprika.