For the fried shrimp:
Preheat oil in fryer to 360 degrees.
Season the shrimp with salt and pepper.
Season the flour with salt and pepper. Dredge the shrimp in the flour.
Make an egg wash with the egg and the water. Dredge the shrimp in the egg wash. Dredge the shrimp in the cornmeal. Fry the shrimp until golden brown. Drain on a paper towel lined plate to get rid of excess oil.
To assemble: Slice the French bread and toast lightly in oven. Spread mayo and place lettuce, and tomatoes on the bread. Place fried shrimp on bottom bun.