Combine the all-purpose flour, salt, and pepper in a shallow bowl or plate. Lightly beat the egg in a small bowl.
Pour oil to a depth of about 1-inch in a deep skillet, sauté pan, or Dutch oven. Place over medium-high heat.
Using one hand to handle the food, dredge the shrimp through the egg, shaking off any extra. Then dredge them through the flour mixture.
When the oil reaches 365°, add the shrimp, using a metal slotted spoon, and fry until golden brown all over, about 1 1/2 minutes on each side. Do not crowd the skillet. As they are done, transfer the shrimp to paper towels to drain.
Split the French bread down the length and spread the bottom with mayonaise or remoulade sauce, then line them with lettuce and tomato.
When all the shrimp have been fried, add them to the sandwiches and serve immediately.