Cook rice and allow to cool. Brown sausage in a skillet with vegetables. Drain excess fat. Add seasonings, salt and pepper to taste. When sausage is cool, mix with rice, cilantro and scallions.
While sausage is cooling, make the Remoulade Sauce: Mix together 1 cup mayonnaise, 1/4 cup sour cream, 1/4 cup chopped dill, 1/4 cup chopped pickles, a dash of ketchup or chili sauce, 1/2 tablespoon Cajun seasoning, and a tablespoon horseradish. Allow to chill in the fridge for 15 to 30 minutes.
For the dirty rolls, make an egg wash with eggs and water. Brush borders of wanton wrapper with egg wash and stuff with 1 tablespoon sausage-rice filling. Roll and wrap like a diaper. Allow to sit for a few minutes and fry in a fry daddy or medium saucepan filled with 2 cups oil. Fry until brown and crisp. Allow to drain on paper towel.
Serve on a bed of lettuce with the sauce in the center as a dip.