For the sauce: In a small bowl, whisk together the mayonnaise, dijon mustard, 1 tablespoon whole grain mustard, and ¼ teaspoon Old Bay seasoning. Set aside.
For the slaw: In a medium bowl, whisk together the vinegar and 1 tablespoon whole grain mustard. Add the cabbage, chile pepper, salt, and pepper. Toss to combine.
For the crab: Pour oil into a skillet, ½ inch deep. Heat over medium-high heat until hot.
In a shallow bowl, whisk flour, cayenne, and 1 teaspoon Old Bay seasoning in one shallow bowl. Season with salt and pepper.
Place the beaten eggs in a second shallow bowl.
In a third shallow bowl, whisk together the breadcrumbs, remaining Old Bay seasoning, salt, and pepper.
Dip the soft shell crabs first in the flour mixture (shaking off the excess), second in the egg, and then in the breadcrumb mixture.
Place the crabs in the skillet, shell down. Cook on medium-high heat until golden brown (about four minutes per side).
Transfer the finished crab to the paper towel-covered plate and season with salt.
On warmed sandwich buns, put slaw on bottom, followed by the fried soft shell crab, and drizzle with sauce.