Combine flour and 2 teaspoons Cajun seasoning in a medium bowl. Add eggs and bread crumbs to 2 separate medium bowls.
Dip shrimp into flour, then egg and bread crumbs, evenly coating each shrimp.
Select preset program of Preheat to preheat air fryer.
Working in batches, place half the coated shrimp in the air fryer.
Select Preheat program again and set the temperature to 320°F/160°C and time to 12 minutes. Then press Start/Stop to cook. Repeat with remaining shrimp.
Combine mayonnaise, horseradish, pickle juice, hot sauce, and remaining Cajun seasoning in a small bowl.
Spread mayonnaise mixture evenly over one side of each baguette slice. Place shrimp, lettuce and tomato in a baguette.
Tip: Use coleslaw in substitution for lettuce for more of a crunch.
Tip: Serve with extra hot sauce.