Crispy Fried Pickles with Comeback Sauce

Drain pickles and dry with a paper towel. Slice into ¼ inch slices and pat dry with a paper towel.
In a bowl, mix together the egg and buttermilk.
In a separate bowl, whisk the flour, cornmeal, salt, Old Bay and cayenne.
Coat the pickles in the egg mixture, then coat in the flour mixture and place on a parchment lined baking sheet. Let rest for 15 minutes.
Place clean paper towels on a rimmed baking sheet. Heat 2 inches of oil in an iron-skillet or Dutch oven until it reaches 350º. Try to maintain the temperature of the oil at 350º. Add a few of the pickles to the oil at a time and cook for about 1 minute per side. Remove with a slotted spoon onto the paper towel lined baking sheet and sprinkle with additional salt if needed. Repeat with the remaining pickles.
Comeback Sauce
Whisk together all of the ingredients. Salt and pepper to taste. Refrigerate for at least an hour.