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vegetable oil, for frying, all-purpose flour, yellow cornmeal, seafood seasoning , such as old bay, kosher salt and freshly ground pepper, buttermilk, sriracha, egg, shrimp, peeled, deveined and butterflied, soft hoagie rolls , brushed with butter and slightly toasted in the oven, horseradish remoulade , recipe follows, tomatoes, sliced into rounds, leaves green leaf lettuce, red onion, thinly sliced, mayonnaise, capers, sriracha, horseradish, lemon juice, sweet pickle relish, apple cider vinegar, stone-ground mustard, shallot, cut into chunks (1/4 cup), kosher salt and freshly ground pepper