Chef David says the best shrimp to get are fresh, Gulf of Mexico White shrimp, still in the shell. Gulf white shrimp are firm and sweet. For this particular dish I used Gulf of Mexico Pink shrimp, which are pink even when they are not yet cooked. The are also sweet, but a little more delicate than the Gulf white. If you are processing a lot of shrimp, the shells can be saved and used to make bisque or stock. When choosing shrimp, they should be firm and smell sweet. If you see any yellowing at all, pass on them. Starting with the head end, gently peel back the shell. Use your fingernails or a knife to cut into the base shell segment. Remove the shrimp from its shell entirely. Place shrimp down flat on a cutting board and use a small sharp knife to make a shallow cut down the back of the shrimp. You may see a dark, vein-like intestinal tract running through the meat. Use your fingers, or the sharp tip of a knife to remove. As you complete each shrimp, put into a bowl of ice water to keep cool. Set aside while you prepare the sauce. Cook the shrimp about 45 seconds on each side. Add some more olive oil if necessary to keep the shrimp from sticking to the pan. Do not overcook or the shrimp will be tough and rubbery.
