Gather all ingredients.

Preheat the oven to 350 degrees F (175 degrees C).

Make the rémoulade: Mix mayonnaise, ponzu, horseradish, relish, garlic, and cayenne together in a bowl. Set aside.

Make the sandwiches: Mix melted butter and garlic together in a small bowl. Place rolls, split-sides up, onto a baking sheet. Brush the insides with garlic butter.

Cook in the preheated oven until toasted, 1 to 3 minutes. Remove from the oven and set aside.

Heat oil in a deep fryer or large saucepan to 360 degrees F (182 degrees C).

Mix flour and Creole seasoning together in a bowl. Place beaten eggs into a second bowl and panko into a third bowl.

Dredge shrimp in flour mixture; shake off excess. Dip into beaten egg. Lift up so excess egg drips back in the bowl. Press into bread crumbs to coat both sides. Place breaded shrimp, unstacked, onto a plate.

Fry shrimp in batches in the preheated oil until breading is golden brown and meat is opaque, about 2 minutes per side.

Spread rémoulade onto rolls. Top with hot shrimp, then shredded lettuce.