How to Make It
In a large bowl, whisk the mayonnaise with the lemon juice and celery seeds. Add the slaw, 1/2 teaspoon of salt and 1/4 teaspoon of pepper and toss well. Cover with plastic wrap and refrigerate until chilled, about 15 minutes.
In a pie plate, whisk the crushed cereal with the brown sugar, celery salt, garlic salt, thyme and 1 teaspoon of pepper. In another pie plate, beat the eggs with 2 tablespoons of water and a pinch of salt. Dust the shrimp in the crumbs, tapping off the excess.
Dip the dusted shrimp in the egg mixture, then dredge again in the crumbs and transfer to a baking sheet.
In a large saucepan, heat 1 1/2 inches of canola oil to 350°. Add half the shrimp to the oil and fry until golden and crisp, about 3 minutes. Using a slotted spoon, transfer the shrimp to a paper towels to drain. Repeat with the remaining shrimp. Fill the rolls with the fried shrimp and coleslaw and serve right away.