In a pitcher or large jug, combine water with the cucumber slices. Refrigerate until service.
Season the shrimp with cajun seasoning and toss with oil.
Heat a grill to medium heat.
Whisk all of the remoulade ingredients together in a bowl.
Grill the corn until nicely charred on all sides and tender. Once tender, lather with butter and season with salt.
Grill the shrimp a couple minutes per side, until they are cooked to an internal temperature of 120F / 48C. Alternatively, cook the shrimp in a grill pan.
Lightly toast the baguette on the grill.
Layer the inside of the baguette with shredded lettuce, sliced tomatoes, sliced peppers (optional), and shrimp. Drizzle with remoulade sauce.
Serve the grilled shrimp po’ boys, grilled corn on the cob, watermelon, and cucumber water with ice optional.