The cornmeal coating on the shrimp and oysters keeps the crisp elements of this sandwich crisp, while allowing the wet ingredients to star as well. Don't be stingy with the mayonnaise-based po' boy sauce--its flavor is the anchor for the sandwich.
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2. For the po' boy filling: Dry the oysters and shrimp thoroughly, and then sprinkle with the Cajun seasoning. Place the flour, eggs and cornmeal into 3 separate shallow dishes. Dredge the oysters and shrimp first in the flour, then in the eggs and finally in the cornmeal. Place on a rimmed baking sheet.
3. Heat 2 inches of oil in a large, heavy pan or Dutch oven over medium heat until a deep-frying thermometer inserted in the oil registers 375 degrees F. Line a rimmed baking sheet with paper towels and set it next to the stove. Fry the oysters and shrimp in batches until golden and crisp, 2 minutes per batch. Sprinkle with salt.
4. To assemble the sandwiches: Open each roll and spread with a generous amount of sauce. Add some pickles, sliced tomatoes and shredded lettuce and top with a mixture of fried oysters and shrimp. Serve with additional hot sauce on the side.