Begin with adding all of the ingredients for the sauce in a bowl and mix well: that's the mayo, 2 dill pickles, lemon juice, hot sauce, capers, paprika, mustard, Worcestershire sauce and garlic cloves
Then slice the tomatoes, pickles and shred the lettuce. Leave in the fridge whilst you prepare the shrimp
Add the spices in a bowl and mix well. Pour half over the shrimp and make sure they are evenly coated. Then in a separate bowl, pour in the buttermilk and hot sauce, mix well and add the shrimp
Finally, add the flour, polenta and the rest of the spices in a bowl and mix until well combined. Throw in the shrimp and shake well until they are coated thoroughly. Leave in the fridge for 20 minutes
Heat the oil to 180c/350f and fry the shrimp until golden brown and crispy. Serve in warm French bread and enjoy!