Peel shrimp, leaving tails on; devein, if desired.
Spoon 1 heaping Tbsp. of Rémoulade Sauce evenly into each of 12 individual serving glasses. Place 1 shrimp, 1 whole pickled okra, and 2 breadstick halves in each glass. Garnish, if desired. Serve immediately.
Note: To cook shrimp at home, bring 3 qt. water to a boil in a large Dutch oven. Cut 2 lemons in half, and squeeze juice into boiling water; add squeezed lemon halves to water. Add 1 tsp. pepper, 1 tsp. salt, and 2 bay leaves. Return to a boil over medium-high heat. Add 1 to 2 lb. unpeeled, jumbo raw shrimp, and cook 3 minutes or just until shrimp turn pink; drain. Plunge shrimp into ice water to stop the cooking process; drain. Cover and chill.