To make the Mustard and Herb Mayonnaise:
In a medium bowl combine the mayonnaise, sour cream, Dijon mustard, tarragon, and chives. Cover and refrigerate until ready to serve.
To make the Polenta Crusted Shrimp:
Position an oven rack in the center of the oven and preheat to 475 degrees F. Cover a heavy-duty baking sheet with aluminum foil. Combine the flour, sea salt and pepper in a small bowl. Pour the beaten eggs into another small bowl. Mix together the polenta, paprika and thyme in a medium bowl. Working in batches, dredge the shrimp in the flour. Shake off any excess flour. Dip the flour-dredged shrimp into the eggs and then coat with the polenta mixture. Drizzle the shrimp, on both sides, with the olive oil. Place the shrimp on the prepared baking sheet. Bake for 10 to12 minutes until crisp and golden. Sprinkle with the kosher salt.
Serve immediately with the Mustard and Herb Mayonnaise.