Begin by Roasting the corn for the Roasted Corn Relish: Preheat the oven to 400 degrees. Peel the husks off the corn and wrap each cob in some foil with two teaspoons of the butter. Roast for 30 minutes.
Also make the Remoulade Sauce: Simply mix the ingredients together in a bowl and chill until serving.
Next, make the shrimp: heat two inches of oil in a Dutch oven to 350 degrees.
While the oil heats, make a dredging station. In the first bowl, mix together all the spices. Toss the shrimp in this mixture. In the second bowl, place the buttermilk. In the third bowl, stir together the flour and cornmeal.
Dip the shrimp in the buttermilk, and then the flour mixture. Fry, in batches of about six shrimp for about three minutes each, or until the shrimp are golden brown. Drain the shrimp on a wire rack over a baking sheet. Always maintain the 350 degree temperature.
When the corn is done, cut the kernels off the cob. In a bowl, mix together the sugar, vinegar, salt, and pepper. Then add the corn and the rest of the ingredients.
Serve the shrimp on the rolls with the Roasted Corn Relish, tomato, lettuce and remoulade.