De-shell and de-vein the shrimp. Un-peel and chop the garlic. Place the shrimp into a quart-sized zip-lock bag. Cover the shrimp with hot sauce. Throw in the garlic (and a squeeze of lemon juice - if desired). Shake the bag. Refrigerate for at least 2 hours.
Preheat a deep-fat fryer containing peanut oil as the frying medium. The temperature should be 375 degrees F - for crispy shrimp.
Throw into a large, shallow bowl, the flour (about a cup) a handful of cornmeal and salt, black pepper and dried thyme to taste.
Shake off the marinade from a sufficient number of shrimp that the deep-fryer can hold without becoming over filled. Dredge the shrimp in the seasoned flour. Shake off the excess, and place the shrimp in the deep-fat for 2-3 minutes. Drain on paper towels. Season with salt and dried thyme. Repeat for the remaining batches. Serve with the remoulade.