INGREDIENTS
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1/2 cup mayonnaise
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6 tablespoons chopped cornichons or dill pickles
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3/4 to 1 teaspoon cayenne pepper, divided
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1 cup cornmeal
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2 teaspoons coarse salt
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1 1/2 cups vegetable oil
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1 pound medium shrimp, peeled and deveined
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4 hoagie rolls, split
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1 medium tomato, sliced
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8 leaves butter lettuce, such as Bibb or Boston