Prep the Breading: In a shallow dish, whisk together the flour, cornmeal, Cajun seasoning, salt, and pepper. In a separate bowl, prepare the egg wash.
Coat the Oysters: Pat the drained oysters dry with a paper towel. Dip each oyster first into the egg wash, then dredge thoroughly in the flour mixture.
Fry: Heat about 2 inches of vegetable oil in a heavy-bottomed pot or deep fryer to 375°F (190°C). Carefully fry the oysters in small batches for 1-2 minutes, or until golden brown and crispy. Remove with a slotted spoon and drain on a wire rack.
Assemble: Slice the bread rolls and lightly toast. Layer with lettuce, tomato, and pickles. Pile on the hot, crispy oysters and generously drizzle with remoulade sauce.