In a small bowl, whisk together the cornmeal, flour and cajun seasoning.
Dip the shrimp in the buttermilk, then dredge in the cornmeal mixture.
Add the shrimp to the skillet and cook for 2-3 minutes on each side until done.
Transfer to a paper towel lined plate and allow to cool.
Repeat with remaining shrimp.
In a small bowl, whisk together the mayonnaise, mustard, relish, capers and parsley until combined. Set aside.
In a large bowl, toss together the green cabbage, red cabbage, carrots and scallions.
In a smaller bowl, whisk together the mayonnaise, mustard, vinegar, honey, celery seed, hot sauce, salt and pepper.
Pour the mayonnaise mixture over the cabbage and toss to combine.
To assemble the sandwiches, spread a healthy amount of remoulade on the cut sides of the rolls. Top the bottom half with slaw and then top with shrimp. Top the shrimp with a bit more slaw and then the top half of the roll.