Spaniards love to eat grilled shrimp at the counter of a good tapas bar while sipping a glass of chilled fino sherry or cold beer. The bars are often crowded, leaving little or no space for proper eating, and I find it fascinating to watch the locals skillfully manage to eat shrimp with one hand while holding a drink in the other. Look for medium-large whole shrimp and leave the heads on for cooking. Sucking the juices from the flavor-packed heads of the cooked shrimp is considered the best part.
In a bowl, whisk together the olive oil, lemon juice, and salt until well blended. Dip the shrimp briefly into the mixture to coat lightly.
Heat a dry skillet over high heat. When the pan is very hot, working in batches, add the shrimp in a single layer without crowding. Sear for 1 minute. Decrease the heat to medium and continue cooking for 1 minute longer. Turn the shrimp, increase the heat to high, and sear for 2 more minutes, or until golden. Keep the shrimp warm on an ovenproof platter in a low oven. Cook the rest of the shrimp in the same way.
When all the shrimps are cooked, arrange on a platter and serve immediately.
Try this tapa with this fine Classic Bone Sherry, and get the real sensation of an spanish tapas bar.
Gonzalez Byass is one of the few bodegas remaining that are still in the hands of the original families. Why this matters it that they are traditionalists; having worked together for many generations. Their fino is a mark of their family.
Fortunately for us, they continue to make classic sherries such as Tio Pepe whether or not they are "cost effective".