Pat the shrimp dry with paper towels. Season them generously with Cajun seasoning.
Set up a breading station with three shallow bowls. Place the flour in the first bowl, beaten eggs in the second, and panko breadcrumbs in the third.
Dredge each shrimp in flour, shaking off the excess. Dip next into the beaten eggs, then finally coat well with the panko breadcrumbs. Set aside on a plate.
Preheat your air fryer to 400°F (200°C) for about 3-5 minutes.
Place the breaded shrimp in the air fryer basket in a single layer, making sure they are not touching. You may need to work in batches depending on the size of your air fryer. Cook for 8-10 minutes, flipping halfway through, until the shrimp are golden and crispy.
Spread mayonnaise or remoulade sauce on both sides of the toasted French bread rolls. Layer lettuce, tomato slices, and pickles on the bottom halves. Top with the crispy air-fried shrimp.
Close the sandwiches with the top halves of the rolls. Serve immediately while the shrimp are still warm and crispy.