Whisk all of the Cajun Remoulade ingredients in a mixing bowl, then cover the bowl and refrigerate until ready to serve.
In a shallow dish, stir together the cornmeal, flour, Cayenne pepper, black pepper, kosher salt, and Cajun seasoning.
In a separate mixing bowl, whisk the egg and milk together. Set both bowls aside.
Now slice the bread rolls to your desired size and set those aside.
Cut the catfish filets in half to make them easier to fit in the sandwich, and then dry them with a paper towel.
Place the sliced fish filets in the milk, then coat them with the cornmeal breading mixture. Let the fish rest until ready to fry.
Preheat your oil in a deep fryer to 365°f.
Once the oil has reached temperature, add 3 to 4 catfish filet strips to the fryer and cook for about 3 ½ to 4 minutes. The fish should be golden brown and flaky.
Remove the fried catfish to a paper-towel-lined cookie sheet.
Dress your sandwiches with a layer of pickles, sliced tomatoes, fried catfish, Cajun remoulade, and Coleslaw, then top them off with hot sauce.