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Check this out and don't forget the corn custard -
What I often do with shrimp is melt a bunch of butter in the pan. Once melted, sprinkle in red pepper flakes, remove from heat and let the pepper steep in the butter for 10 - 15 minutes, maybe 20 or more depending on what else is going on. Then get the butter back on the heat and once hot throw in the shrimp with lots of minced garlic. A healthy splash of vermouth or white wine doesn't hurt.
Chinese sweet and sour shrimps
1. The fumet
Use the heads and shells of the shrimps to make a quick and concentrated fumet:
Broken shrimp heads and shells. Brown a while in a pot.
Slices of smashed ginger. 1 hot pepper, optional.
Be careful with the salt.
Simmer for about 10 minutes
Sieve solids and reduce.
2. The sauce:
2 Tsp. of tomato paste.
1 Tsp. of Dou Pan Jian.
2 Tsp. of Chinese black vinegar (balsamic works also).
2 Tsp of black sugar.
1 Tsp. of sesame oil.
3. The shrimps and procedure
Chop green onions, garlic and ginger.
Quick wok sauté about 1 pound of shrimps with the green onions, the garlic and the ginger in peanut oil of the best quality. Mediocre peanut oil will ruin the dish. Deglaze with a touch of rice wine.
Pour the sauce in the wok. Sauté for a minute.
Add the concentrated fumet until the sauce gets the desired texture. No starch is needed here but its optional.
That's a really open ended question. There are tons of great sauces for shrimp. A lot will depend of how you are cooking it, what the accompaniments are, what flavors you like, what types of cuisines you like.
Here are just a few of my favorites:
Vanilla-Rum Butter Sauce
Tomato Butter Sauce
any number of spicy latin inspired tomato based sauces
various styles of "curry" from Southeast Asia
I can go on and on as there is no "one best sauce" for shrimp.
You have to give us a little more to go on to make really good suggestions.
In that picture of the shrimp salad I posted the green slime is a lemon - basil hand whisked mayo. It does play well with shrimp.
You love to cook with alcohol? Here's a sauce for a small quantity.
- sauté your shrimp as shortly as possible on hot fire, take out of the pan and set aside.
- deglaze the pan with 1/2 a cup of white wine and a tbsp. of Pernod or Sambuca or Ouzo or Raki. Let the alcohol cook away.
- add 1/2 cup of chicken stock or shrimp stock made from the heads (don't use stinky fish stock), reduce to half, add no more than a pinch of cayenne pepper
- add 1/2 cup cream and cook until you reach the consistency of your choice, taste and season. Optional; add finely chopped fresh tarragon (goes extremely well with the anisy booze)
- add the shrimp to just warm through; no more cooking!