In a medium bowl, whisk together the buttermilk and hot sauce. Add the shrimp and toss to coat. Cover and refrigerate for 30 minutes to allow the flavours to absorb and tenderise the shrimp.
In a separate bowl, combine mayonnaise, mustard, capers, lemon juice, hot sauce, garlic, and smoked paprika. Stir until smooth and well blended. Set aside in the fridge to chill and deepen in flavour.
Pour vegetable oil into a deep skillet to a depth of 5 cm. Heat over medium to high until the oil reaches 175°C. Use a kitchen thermometer for accuracy to avoid soggy or burnt shrimp.
In a shallow dish, mix cornmeal, flour, paprika, garlic powder, cayenne, salt, and pepper. Remove the shrimp from the marinade, shaking off excess liquid, then dredge them in the dry mix until fully coated.
Working in batches, carefully lower the coated shrimp into the hot oil. Fry for 2 to 3 minutes until golden and crisp. Remove with a slotted spoon and drain on a wire rack or paper towels.
While the shrimp drain, lightly toast the baguettes in the oven at 180°C for 5 minutes to warm through without hardening the crust. Slice them lengthwise but don’t cut all the way through.
Generously spread the remoulade sauce on both sides of the baguette. This not only adds flavour but also keeps the bread from drying out or going soggy.
Add a layer of shredded lettuce, followed by tomato slices and red onion. If using, lay a few pickle slices on top for extra tang.
Pile the hot fried shrimp directly over the vegetables. Press gently to settle the filling. The contrast of hot shrimp against cold vegetables and sauce is key to the authentic texture.
Serve the Po’ Boys straight away while the shrimp are still hot and crispy. Offer extra remoulade on the side and serve with classic sides like potato wedges, coleslaw, or crisps for a full Southern style meal.