Begin by preparing the cajun remoulade.
In a medium sized mixing bowl, combine the mayonnaise, stone ground mustard, horseradish, worcestershire sauce, lemon juice, cajun seasoning, smoked paprika, and cayenne pepper. Stir to combine all of the ingredients. Cover and refrigerate until you are ready to assemble the sandwiches.
In a large cast iron skillet, melt the lard over medium high heat.
Set up a breading station with 2 bowls. In the first bowl, combine milk with lemon juice and allow to culture for 5 minutes to make the buttermilk. After 5 minutes, whisk in the egg.
In the second bowl, combine the cornmeal, flour, garlic powder, onion powder, cayenne powder, salt and pepper.
Once the oil has reached a temperature of 375℉, begin breading the shrimp by dipping them first into the buttermilk/egg mixture and then into the flour mixture.
Fry the shrimp for 3-5 minutes on each side, or until they are a deep golden brown.
Once the shrimp are finished cooking, remove them to a paper towel lined plate to drain any excess oil.
To prepare the sandwiches, place the pickles, lettuce, and tomatoes on top bun.
Spread several shrimp onto the bottom bun.
Fold the sandwich together and generously drizzle the sandwich with the cajun remoulade sauce.
Serve immediately.