Mix together first eight ingredients in small bowl until blended evenly.
- Attach deep-fry thermometer to side of large, heavy pot. Add enough oil to measure 2 inches deep, and heat over medium heat to 350 degrees.
- Place shrimp and 2 tablespoons spice mix in medium bowl and toss to coat. Pour buttermilk into another medium bowl. Whisk flour and cornmeal in a third medium bowl. Dip seasoned shrimp briefly in buttermilk, then coat with flour mixture.
- Work in batches to fry shrimp, stirring occasionally until golden brown and just cooked through, about 4 minutes per batch. Transfer to paper towels to drain.
- Open rolls and spread cut sides with mayonnaise. Top with lettuce, tomato, pickles, and shrimp.
- Spike with hot sauce, if desired, and serve with potato chips or crispy french fries.
Beverage pairing: Pinot gris or an American-style pale ale