Make the remoulade: In a bowl, whisk together the mayonnaise, Creole mustard, prepared horseradish, Worcestershire sauce, lemon juice, 2 tsp of the hot sauce (from the divided amount), paprika, cayenne, garlic, capers, and scallions until smooth. Cover and refrigerate until assembly.
Prep the vegetables and bread: Shred the iceberg lettuce, slice the tomatoes, and set out the dill pickle chips. Split the French bread rolls lengthwise, leaving a hinge; warm or lightly toast until just crisp, 2–3 minutes.
Marinate the shrimp: In a medium bowl, whisk the buttermilk with the remaining 1 tsp hot sauce and 0.5 tsp kosher salt. Add the shrimp, toss to coat, and refrigerate 15–30 minutes.
Make the dredge: In a shallow dish, combine the all-purpose flour, cornmeal, Cajun seasoning, garlic powder, onion powder, black pepper, and 1 tsp kosher salt.
Heat the oil: Pour peanut oil into a deep, heavy pot to a depth of 2–3 inches (about 8 cups) and heat to 350°F over medium-high heat.
Dredge the shrimp: Lift shrimp from the buttermilk, letting excess drip off. Toss in the dredge, pressing so the coating adheres. Arrange on a wire rack and let rest 10 minutes to hydrate the crust.
Fry the shrimp: Working in batches, fry coated shrimp at 350°F until golden and just cooked through, 2–3 minutes per batch, turning once. Transfer to a rack to drain and immediately season with the remaining 0.5 tsp kosher salt.
Assemble the po’ boys: Spread remoulade generously on the cut sides of each warmed roll. Layer with shredded lettuce, tomato slices, and dill pickle chips. Pile hot fried shrimp on top and drizzle with a little more remoulade.
Serve: Close the sandwiches and serve at once with hot sauce and lemon wedges.