For the rémoulade sauce: Put measured ingredients in a large container. Blend evenly with a hand blender or food processor. Let sit 1 hour to marry flavors. Store rémoulade sauce in a sealed container in refrigerator.
For the shrimp: Pour buttermilk into a mixing bowl. Combine flour, cornmeal, cracker meal, cayenne pepper and salt in a separate mixing bowl by blending with a fork or whisk. Dunk rock shrimp into the buttermilk and then dust them with the flour mixture.
To assemble: Heat the frying oil to 360°F in either a deep fryer or in a deep skillet and a clip-on thermometer. Let breaded shrimp sit for 1 minute before dropping them into the hot oil (a few at a time). Skillet or deep-fry the breaded shrimp for 2 to 3 minutes (depending on their size), or until golden brown. Transfer fried shrimp to a paper towel-lined plate to drain. Arrange on individual plates for either a first course or a main course and serve with rémoulade sauce.