Vietnamese-Style Shrimp Po Boy Recipe. This sandwich is an EASY cross between a classic po boy and a banh mi; famous in New Orleans. A little bit more healthy because the shrimp is sauteed, not fried, and the remoulade sauce is replaced with spicy mayo. A simple weeknight dinner with a little make ahead prep, or a meal for a crowd at a party. You'll need cucumber, daikon, radish, carrots, jalapeno, rice vinegar, sriracha, fish sauce, mayo, frozen shrimp.