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For remoulade sauce: Mix all the ingredients together in a bowl and set aside for 30 minutes.
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For rolls: preheat oven to 350?F. Arrange rolls on baking sheet. Bake 12 to 14 minutes, or until light golden brown.
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To assemble: slice roll almost all the way through, spread remoulade sauce on both sides. Add shredded lettuce on bottom, arrange shrimp, top with sliced tomatoes.