Popcorn Shrimp Salad

Name: Popcorn Shrimp Salad
Ingredients: 1/4 cup mayonnaise; 2 tablespoons chopped cornichons, plus 2 tablespoons of the pickling liquid; 2 teaspoons whole-grain mustard; 1/2 teaspoon hot sauce; Kosher salt and freshly ground pepper; 1/2 pound medium shrimp, peeled and deveined; 1 large egg; 1 cup instant flour (such as Wondra); 1 tablespoon Cajun seasoning; Kosher salt; Vegetable oil, for frying; 2 romaine hearts, torn into bite-size pieces; 1 medium tomato, chopped; 1 small red onion, thinly sliced; 1 green bell pepper, cut into strips; Freshly ground pepper