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Special equipment: a deep fryer and deep-fat thermometer
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For the remoulade: Combine the mayonnaise, Dijon, celery, onion, horseradish, ketchup, parsley, hot sauce, paprika, sugar, tomato paste, soy sauce and Worcestershire sauce in a medium bowl and stir to combine well.
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Cover and refrigerate until ready to assemble the sandwiches.
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For the sandwiches: Heat the oil in a deep fryer until it measures 375 degrees F on a deep-fat thermometer.
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Combine the cornmeal, flour and salt in a bowl.
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In a separate bowl, whisk together the eggs and milk.
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In batches, dip the oysters in the egg mixture, shake off excess, then dip in the cornmeal mixture until coated completely.
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In batches, carefully drop the oysters into the hot oil and fry, turning once or twice, until golden and cooked through, about 2 minutes.
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Using a slotted spoon, transfer the oysters to a plate lined with paper towels to drain off the oil.
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(Be sure to bring the oil back up to 375 degrees F for each batch.)
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Repeat the same steps for the shrimp, coating them in the egg and cornmeal mixture and frying them in batches until golden and cooked through, about 4 minutes.
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To make the sandwiches: Spread one side of each roll with some of the remoulade, top with 1 slice of bacon, then some of the oysters and shrimp.
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Squeeze lemon juice over the oysters and shrimp.
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Top with the pickles and lettuce.
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Sandwich with the remaining pieces of bread.