Make remoulade: Combine all the ingredients well.
In a large saucepan heat the oil over high heat until just smoking. Remove the crabs from the milk and coat with the flour, knocking off the excess. Carefully add the crabs to the pan (they will splatter) and saute them for 4 minutes a side or until they are golden and just cooked. Serve each portion topped with some of the sauce.
Recipe courtesy of Gourmet Magazine