Preheat the vegetable oil to 350 degrees.
Drizzle oil into a large pot of boiling salted water. Add the pasta and cook according to the directions on the package, 6 to 8 minutes. Drain well.
Meanwhile, heat the milk in a small saucepan, but don’t boil it. In a large pot, melt 6 tablespoons of butter and add the flour. Cook over low heat for 2 minutes, stirring with a whisk. Still whisking, add the hot milk and cook for a minute or two more, until thickened and smooth.
Off the heat, then add the Gruyere, Cheddar, Parmesan,1 tablespoon salt, the pepper, and nutmeg. Add the cooked macaroni and shrimp and stir well.
Add enough Panko to the mix to make small walnut sized balls. Carefully add to hot oil and fry to golden brown. Place on paper towels and set aside.
For the War Eagle Remoulade, combine all remaining ingredients (mayonnaise, Creole mustard, sweet paprika, Cajun/Creole seasoning, horseradish, pickle juice, hot sauce, red pepper, garlic, and celery seed). Mix thoroughly and set aside.
Can be made days in advance. Should be a nice orange color!