Preheat the air fryer to 400°F (200°C).
In a medium bowl, soak the shrimp in buttermilk for 10 minutes.
In another bowl, combine the flour, paprika, garlic powder, onion powder, cayenne pepper, salt, and black pepper.
Remove the shrimp from the buttermilk, allowing excess to drip off, then dredge each shrimp in the seasoned flour mixture, coating thoroughly.
Lightly spray or brush the shrimp with olive oil to help crisp in the air fryer.
Place the shrimp in a single layer in the air fryer basket. Cook for 8 to 10 minutes, shaking the basket halfway through, until shrimp are golden and cooked through.
While the shrimp cooks, prepare the remoulade sauce by mixing mayonnaise, Dijon mustard, lemon juice, Worcestershire sauce, smoked paprika, and hot sauce in a small bowl until smooth.
Toast the French rolls in the air fryer or oven until lightly crisp.
Spread a generous amount of remoulade sauce on the bottom halves of the toasted rolls.
Layer shredded lettuce and tomato slices on the rolls.
Top with the crispy air-fried shrimp and cover with the top halves of the rolls.
Serve immediately.