Mix remoulade ingredients in a small bowl; chill.
Combine shrimp seasonings in a resealable gallon storage bag; add shrimp; toss to coat.
In a large bowl, combine lettuce, tomatoes and pickles; add remoulade; toss to coat.
Lay shrimp in a single layer on a broiler pan; broil two minutes; flip shrimp; broil another minute.
Open each roll; distribute lettuce mix over each roll; add shrimp to one half; close rolls and serve.