Toss the shrimp with the olive oil and Creole or Cajun seasoning mix. Heat a grill pan to medium-high heat and grill the shrimp for about 3 minutes each side. Remove the shrimp from the pan; set aside.
Split the baguette horizontally, scoop out some of the bread (if desired), and spread the Spicy Remoulade Sauce on both sides of the bread.
Place the shrimp on the bottom half of the baguette. Then pile on the shredded lettuce and tomato slices. Place the top half of the bread onto the sandwich, and divide the sandwich in half vertically to make two sandwiches.
To Prepare Remoulade Sauce: Blend all ingredients in a food processor until smooth. Chill until ready to serve.