4 soft white French rolls (New Orleans style) split in half and warmed in the oven
About 2 cups shredded iceberg lettuce
Dill pickle slices
In a medium saucepan, add enough oil so that it is 1/2-inch deep. Heat to 375 F.
Have ready three shallow bowls. In bowl #1, put about 1/2 cup flour. In bowl #2, crack the egg and whisk it until frothy. In bowl #3, stir together about 1/2 cup cornflour with about 1/4 cup flour. Rinse and dry the shrimp. Dredge them first in the flour, then in egg, then in the cornflour mixture.
Add the shrimp, in batches to avoid overcrowding, and fry just until golden brown. Set aside to drain on a paper-towel lined plate.
Spread each side of the bread with mayo, then creole mustard. Layer the fried shrimp, a squirt of ketchup, the lettuce, and then the pickle slices on the sandwich.