1. Heat the oil in a deep fat fryer to a temperature of 150°C.
2. Make the remoulade mayonnaise – simply mix together all the ingredients and adjust the seasoning.
3. Mix the cayenne pepper, paprika, oregano, thyme and garlic together in a large bowl and season well with the salt and pepper. Add the prawns and shake to coat them well in the spice mix.
4. Put the buttermilk in a separate bowl. Sift the flour and cornmeal into another bowl. Take the prawns from the spice mix and dip into the buttermilk, then roll in the flour and cornmeal mix until they are well coated.
5. Working in batches, fry the prawns, shaking occasionally, until they are golden brown and just cooked through, about 4 minutes per batch. Transfer the cooked prawns to kitchen paper to drain off any excess oil, then season lightly with salt.
6. Cut the the baguette into 4 and slice horizontally. Spread the cut sides with the rémoulade, then top with the lettuce, tomato, dill and prawns. Serve with the chilli sauce, if desired.