For the sriracha mayonnaise: Combine the mayonnaise, sriracha and fish sauce in a medium bowl. Set aside.
For the pickled carrots and radishes: Place the carrots and radishes in a small nonreactive bowl.
Combine the vinegar, sugar, crushed red pepper and 1/2 teaspoon salt in a small saucepan and bring to a boil. Let cool slightly. Pour the warm vinegar mixture over the carrots and radishes and allow to marinate, refrigerated, for at least 1 hour and up to 2 weeks.
For the fried rock shrimp: Heat at least 4 inches of oil to 360 degrees F in a Dutch oven.
Prepare a dredging station with one bowl of cake flour seasoned with salt and pepper, another bowl with the beaten egg and a third bowl with the cornmeal seasoned with the cayenne.
Dredge the shrimp in the flour, then in the egg and finally in the cornmeal. In small batches, carefully lower the shrimp into the hot oil and fry until golden brown, 2 to 3 minutes; drain on paper towels.
Transfer the shrimp to the bowl with the sriracha mayonnaise and squeeze a little lime juice over the top. Toss well to coat.
Place some pickled carrots and radishes on each lettuce leaf and divide the shrimp among the leaves. Garnish with cilantro.