Preheat oven to 375 degrees F.
Cut the hoagie rolls into large chunks and place on a baking sheet. Drizzle with oil and season with 1 teaspoon of the Cajun seasoning. Bake until golden brown and slightly crispy, about 10 to 15 minutes.
In a large bowl, combine the shrimp with 1 tablespoon Cajun seasoning. Pour the buttermilk in a separate bowl and add in the hot sauce. In a third dish, combine the flour, cornmeal and the remaining Cajun seasoning. To coat the shrimp, working in batches, dip the shrimp into the buttermilk and then into the flour and cornmeal coating. Shake off the excess and place on a wire rack set over a baking sheet.
Fill a large pot halfway up with oil and heat over moderate heat to 350 degrees F. Once hot, add a few shrimp at a time into the hot oil and fry until golden brown and crispy, about 4 minutes per batch. Transfer to a wire rack, set over a baking sheet, and continue to fry the remaining shrimp.
To make the remoulade dressing, combine all of the ingredients in a medium bowl. Cover with plastic and store in the fridge until ready to use. It can be made up to 3 days in advance.
Cut the lettuce into small wedges and arrange on a large platter. Top with the tomatoes, and pickles. Arrange the fried shrimp on top, along with the croutons. Drizzle with the remoulade and season lightly with a bit of Cajun seasoning. Serve immediately and enjoy!