For the remoulade: Combine the mayonnaise, Dijon, celery, onion, horseradish, ketchup, parsley, hot sauce, paprika, sugar, tomato paste, soy sauce and Worcestershire sauce in a medium bowl and stir to combine well. Cover and refrigerate until ready to assemble the sandwiches.
For the sandwiches: Heat the oil in a deep fryer until it measures 375 degrees F on a deep-fat thermometer. Combine the cornmeal, flour and salt in a bowl. In a separate bowl, whisk together the eggs and milk. In batches, dip the oysters in the egg mixture, shake off excess, then dip in the cornmeal mixture until coated completely. In batches, carefully drop the oysters into the hot oil and fry, turning once or twice, until golden and cooked through, about 2 minutes. Using a slotted spoon, transfer the oysters to a plate lined with paper towels to drain off the oil. (Be sure to bring the oil back up to 375 degrees F for each batch.)
Repeat the same steps for the shrimp, coating them in the egg and cornmeal mixture and frying them in batches until golden and cooked through, about 4 minutes.
To make the sandwiches: Spread one side of each roll with some of the remoulade, top with 1 slice of bacon, then some of the oysters and shrimp. Squeeze lemon juice over the oysters and shrimp. Top with the pickles and lettuce. Sandwich with the remaining pieces of bread.
This recipe was created by a contestant during a cooking competition. It has not been tested for home use.