Step 1

In a medium bowl, toss the shrimp in the buttermilk, 2 tablespoons of the hot sauce and ½ tablespoon of the salt. Cover with plastic wrap and refrigerate for 1 hour.

Step 2

Meanwhile, in another medium bowl, whisk together the remaining ½ tablespoon of salt with the flour, cornmeal, cayenne, oregano, thyme, garlic powder and pepper, and set aside.

Step 3

In a small bowl, whisk together the remaining 2 tablespoons of the hot sauce with the mayonnaise until smooth, and set aside.

Step 4

In a medium Dutch oven, heat 2 inches of oil to 350 F, and line a plate with paper towels.

Step 5

Drain the shrimp well before tossing them in the flour mixture to coat well.

Step 6

Working in batches, fry the shrimp until golden brown and cooked through, 1 minute. Using a metal spider, transfer the shrimp to the prepared plate to drain, immediately seasoning with salt. Let the oil return to temperature between batches.

Step 7

Spread the mayonnaise mixture on both halves of the rolls. On the bottom halves, divide the fried shrimp, top with the sliced tomatoes, shredded lettuce, and sliced cornichons. Affix the top halves, then slice in half and serve.