Shrimp Po'boys

INGREDIENTS

• 1 cup mayonnaise
• 2 scallions, white and light green parts, roughly chopped
• 2 tablespoons chopped pickle
• 1 tablespoon chopped capers
• 2 teaspoons hot sauce
• 1 tablespoon plus 1 tsp. Cajun seasoning
• 1 large egg, beaten
• 1 cup milk
• 1 teaspoon cayenne pepper
• 2 pounds medium shrimp (about 27), peeled and deveined
• 1 cup cornmeal
• 1/2 cup all-purpose flour
• 1 teaspoon salt
• 1 teaspoon pepper
• Vegetable oil, for frying
• 8 hoagie rolls, split and toasted
• 2 cups shredded lettuce
• 2 tomatoes, thinly sliced