Preheat oven to 450°F. Spray a large, rimmed baking sheet with nonstick cooking spray; set aside.
In a large bowl, toss together the shrimp, Creole or Cajun seasoning, lemon juice, and olive oil. Cover and refrigerate for 15-20 minutes.
While the shrimp marinate in the fridge, prepare the remoulade sauce. Whisk all of the sauce ingredients together in a medium bowl or large glass measuring cup. Cover and refrigerate until ready to use.
Using a slotted spoon, remove the shrimp from the marinade; arrange them in a single layer on the prepared baking sheet.
Roast the shrimp until they’re pink and firm, about 4-5 minutes.
Assemble the sandwiches by spreading some of the remoulade sauce on each piece of lightly toasted bread. Add roasted shrimp, and top with lettuce, tomato, and pickles. Serve with hot sauce on the side.
Notes
Spread the inside of the bread with butter before toasting for maximum flavor! You can toast the bread in the same oven as your shrimp, put it in the toaster oven, or toast it on a griddle on the stovetop.
Do not marinate the shrimp for more than about 1 hour (15-20 minutes is plenty). If seafood sits in the acidic marinade for too long, it will have a mushy texture when cooked.
The Creole or Cajun seasoning typically includes salt, so wait to season your shrimp with additional kosher salt and ground black pepper until you taste it after roasting.
The total cooking time will vary depending on the size of your shrimp. Smaller shrimp will cook faster, so keep an eye on them. When the shrimp are pink and firm, pull them out of the oven. Do not overcook the shrimp or they'll be tough and chewy.
For a fried shrimp po' boy, use this shrimp recipe. You might also like an oyster po' boy using this recipe.
Creole or Cajun seasoning will both work for this recipe, so use whichever you prefer. Creole seasoning tends to be a bit more mild than Cajun seasoning, since Cajun seasoning features an array of ground peppers (such as black, white, and cayenne), while Creole seasoning is more herbal (with oregano, thyme, rosemary, and paprika). Feel free to add extra flavor to your shrimp with even more garlic powder, onion powder, and/or cayenne pepper.
If you can't find a loaf of soft French bread at your grocery store's bakery, feel free to substitute with French baguette, hoagie or sub rolls, or another crusty bread of your choice.
Instead of a homemade remoulade sauce, take a shortcut and purchase a bottle of prepared remoulade. You might also prefer to dress your sandwiches with plain mayo, Creole mustard, or a spicy mayo made by adding hot sauce to regular mayonnaise.
Any size shrimp (fresh or frozen) will work. We like Jumbo shrimp for their plump, meaty texture, but smaller shrimp are also great. Just adjust the cooking time accordingly.