• 12 1-ounce shrimp, shelled and deveined
• 2 ounces dry sherry
• 1 pinch Saffron threads
• 1/4 teaspoon Cayenne pepper, or 1 teaspoon Asian chili paste
• Juice of 1 lemon
  
• Zest of 1 lemon
  
• 2 garlic cloves, peeled and thinly sliced
• 3 ounces extra virgin olive oil
• Salt to taste
• Black pepper, ground to taste

Heat a small saucepan over a medium burner. When hot, add saffron threads and toast for 30 seconds. Add sherry, remove from heat and stir to combine the ingredients thoroughly. Allow mixture to cool completely before proceeding.

Transfer the cooled liquid to a 1-quart bowl and combine with olive oil, lemon juice, lemon zest, garlic, and cayenne pepper. Add shrimp and mix thoroughly. Refrigerate for at least one hour before cooking.

Preheat an oven to 400 degrees F, or preheat a grill.

Drain excess marinade from shrimp and discard the sliced garlic. Place shrimp on a lightly oiled baking sheet, and season with salt and freshly ground black pepper. Bake or grill the shrimp for 3 to 5 minutes, or until just opaque through. Remove pan from oven, and serve either hot or cold with Romesco Sauce.

Yield: 6 servings

Suggested Wine Pairings: Champagne, Riesling, Roussanne, Gewurztraminer, Vouvray