Assembly
Step 1
Thaw shrimp overnight in the fridge, if frozen.
Step 2
In a small bowl, combine all remoulade ingredients together and season with salt and black pepper, to taste. Set aside.
Step 3
Fill a medium pot halfway with a neutral frying oil (actual amount will depend on the size of your pot). Start heating over medium-low while preparing shrimp.
Step 4
Set up 3 bowls: one with cornstarch (seasoned with salt and pepper), one with egg (mixed and seasoned with salt and pepper), and one with panko and coconut. Dry shrimp thoroughly, season with salt and pepper, then coat in cornstarch, knocking off excess. Dip into egg, letting extra drip off before tossing it in the panko and coconut mixture.
Step 5
Once you’re ready to fry, increase heat to medium-high and heat until oil at least 375ºF. Carefully drop in the shrimp, a few at a time, and fry until golden brown. Remove and let drain on a sheet pan fitted with a wire rack.
Step 6
To assemble: Spread remoulade onto the rolls, and top with iceberg lettuce, tomatoes, pickles, and fried coconut shrimp. Drizzle more remoulade on top if desired.