Lay the bacon on a baking sheet. Bake until the fat has rendered and the bacon is crisp, about 20 minutes. Drain on paper towels, then the strips cut in half crosswise.
For the shrimp remoulade: Heat the canola oil in a medium skillet over medium heat. Sprinkle the shrimp with salt and pepper, and add to the pan in a single layer. Cook until just cooked through, about 2 minutes per side. Spread the shrimp, with their juices, on a plate and chill until cooled. Once cool, chop coarsely.
Whisk together the mayonnaise, horseradish, Dijon mustard, whole-grain mustard, lemon juice, celery, parsley and some hot sauce if using. Season with salt and pepper. Set aside 1/3 cup of the remoulade for spreading on bread. Fold the chopped shrimp and their juices into the remaining remoulade and mix until combined. Chill while you make the tomatoes.
For the fried red tomatoes: Line a wire baking rack with several layers of paper towels and place over a baking sheet. Salt the tomato slices lightly on both sides and let sit on the paper towels for 30 minutes, turning halfway through, to drain of excess liquid.
Whisk together the buttermilk and eggs in a small shallow dish and sprinkle with salt and pepper. Whisk together the cornmeal, flour, pecorino, garlic powder, cayenne and onion powder in a medium shallow dish and sprinkle with salt and pepper.
Heat the oil in a high-sided medium skillet over medium heat until almost smoking; add a few bits of cornmeal to test the temperature. Season the tomatoes with pepper and dip them in the buttermilk mixture, allowing the excess to drain off; then dredge them in the flour mixture, tapping off the excess. Fry the tomatoes until golden brown and crisp, turning once, 3 to 4 minutes total. Discard the paper towels from the rack and set the fried tomatoes on the rack to drain. Sprinkle with salt and parsley.
To assemble the BLT: Spread some of the reserved remoulade on each piece of toast. Top with some lettuce, a generous amount of shrimp remoulade, some bacon and a few slices of fried tomato. Serve immediately, with knives and forks.