In a small bowl, combine mayonnaise, cornichons, cornichon juice, Creole mustard, paprika, chopped capers, chopped parsley, horseradish, lemon juice, Cajun seasoning, and chopped garlic. Stir well, then taste and adjust seasoning.
The sauce can be enjoyed immediately, but we like to let it hang out in a fridge for 30-60 minutes to give the flavors a chance to meld. Plus, we prefer the sauce chilled.
– Make ahead: Leftover remoulade sauce can be stored in an airtight container in a fridge for up to 1 week. – Mustard: Don’t have Creole mustard? You can Dijon or whole grain mustard instead (they’ll be les spicy).