1Stir the shrimp together with the buttermilk and 1 tbsp hot sauce in a bowl. Let it sit in the fridge for 10 minutes while you build everything else.
2Make the remoulade: whisk the mayonnaise, creole mustard, juice of half the lemon, grated garlic, green onions, 1 tsp hot sauce and the pinch of paprika. Taste and add more hot sauce if you like. Chill until serving.
3Pour the fish fry coating mix into a shallow dish. There is no need to measure out or blend any spices, since the mix is already seasoned.
4Pour the vegetable oil into a dutch oven so it comes about 2 inches up the side, with at least 3 inches of space left above it. Clip on a deep-fry thermometer and heat over medium-high to 350°F. Set a wire rack over a sheet pan near the stove.
5Lift the shrimp from the buttermilk a few at a time, let the excess drip off, and press them into the coating mix until fully coated. Set them on a plate and don't let them touch.
6Fry the shrimp in 3 or 4 batches so the pot isn't crowded, 2 to 3 minutes per batch, until deep golden and crisp. Hold the oil near 350°F between batches. Move them to the wire rack. Taste one and add a light pinch of salt only if needed, since the mix is already salted.
7While the last batch fries, spread the butter on the cut sides of the rolls and toast them butter-side down in a skillet over medium heat for 1 to 2 minutes until golden.
8Slather remoulade on both halves of each roll. Layer lettuce, tomato and pickles on the bottom, pile on the hot shrimp, and finish with more remoulade. Serve with lemon wedges.
9Turn off the heat and let the frying oil cool completely in the pot, which takes a couple of hours. Because it carries cornmeal, flour and buttermilk crumbs, don't save it for reuse. Pour it into a sealable container, close the lid and throw it out with the household trash. Never pour it down the drain, since it hardens in the pipes.