Prepare Arthur Treacher's Remoulade Sauce according to the recipe linked to in the Box below. Store in a tightly covered container, in the refrigerator, until ready to serve. (Can be done up to 1 week in advance.)
In a large bowl, mix cornmeal, flour, Cajun seasoning and salt.
Place eggs in a a small bowl. Beat well with a whisk.
Pour enough oil in a large frying pan to come up about 1/4-inch.
Set pan over medium high heat. Heat until a small amount of flour sizzles immediately when you drop some in.
Dredge shrimp, 2 to 3 at a time, in the egg.
Remove, allowing excess egg to drip off and place in the cornmeal/flour mixture.
Remove, shaking off any excess, and carefully place in hot oil.
Add more shrimp as you can, but do not crowd.
Fry until golden on both sides, about 2 minutes total.
Remove to a paper towel-covered plate to drain.
Repeat until all shrimp are breaded and cooked.
Slice sandwich rolls almost all the way through lengthwise. Open and lay onto serving plates.
Slather Arthur Treacher's Remoulade Sauce on insides, top and bottom.
Lay a generous layer of shredded lettuce down into the "v" of the rolls.
Lay 3 - 4 slices of tomato on top of lettuce.
Arrange a batch of shrimp on top of each.
Drizzle a bit more Arthur Treacher's Remoulade Sauce on top.
Serve immediately, still open-faced.