Shrimp Po'boys

Shrimp Po'boys was pinched from <a href="http://www.marthastewart.com/903193/shrimp-poboys" target="_blank">www.marthastewart.com.</a>
INGREDIENTS
1/2 cup mayonnaise
6 tablespoons chopped cornichons or dill pickles
3/4 to 1 teaspoon cayenne pepper, divided
1 cup cornmeal
2 teaspoons coarse salt
1 1/2 cups vegetable oil
1 pound medium shrimp, peeled and deveined
4 hoagie rolls, split
1 medium tomato, sliced
8 leaves butter lettuce, such as Bibb or Boston
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