Pascal's Manale Restaurant serves the shrimp with the heads on and you really need that to do it properly since the fat and juice from the heads add so much flavor to the butter sauce. If you can't get them, you'll have to wing it.
Put 3 pounds of large (16-20 count) heads-on shrimp in a large skillet with 1/4 c white wine, 1 T lemon juice, 2 t Worcestershire, 2 cloves chopped garlic. Bring to a boil - just until the shrimp are barely pink.
Cover the shrimp with a layer of regular grind - not coarse - black pepper. Use a LOT - more than you think could possibly be right. About 4 oz. Cook the shrimp another couple of minutes, add 2 t. paprika, 1/4 t. salt.
Lower the heat as low as you can. Add 3/4 pound of butter, 3 T at a time, swirling the pan to incorporate the butter. The sauce will turn a creamy orange color, flecked with the black pepper.
Ladle the shrimp and sauce into wide bowls. Serve with hot French bread for mopping up the sauce. Suck the juice out of the heads. Soooooo delicious.
Forget the calories - this is not an everyday kinda meal . Don't worry about the pepper. It never seems as hot as you would think it would be. You will need lots of paper napkins, maybe a bib.
I don't but here's mine:
GRILLED NEW ORLEANS-STYLE SHRIMP
1 1/2 lb large shrimp (21 to 25 per lb)
2 tablespoons olive oil
3 medium garlic cloves, minced
3/4 teaspoon salt
3/4 stick (6 tablespoons) unsalted butter
2 teaspoons chili powder
2 teaspoons black pepper
4 teaspoons Worcestershire sauce
1 tablespoon fresh lemon juice
Special equipment: 7 (12-inch) wooden skewers
Accompaniments: a baguette and lemon wedges
Snip shells of shrimp with scissors down middle of back, leaving tail and first segment of shell intact. Make an incision along length of back where shells are cut and devein, leaving shells in place. (Shells will prevent shrimp from becoming tough on outside when grilled.) Toss shrimp with oil, garlic, and 1/2 teaspoon salt and marinate at cool room temperature 15 minutes.
While shrimp marinate, prepare grill for cooking. If using a charcoal grill, open vents on bottom of grill, then light charcoal. Charcoal fire is medium-hot when you can hold your hand 5 inches above rack for 3 to 4 seconds. If using a gas grill, preheat burners on high, covered, 10 minutes, then reduce heat to moderately high.
Heat butter, chili powder, pepper, Worcestershire sauce, and remaining 1/4 teaspoon salt in a small heavy saucepan over moderately low heat, stirring, until butter is melted, then remove from heat and stir in lemon juice.
Thread 4 or 5 shrimp onto each skewer and grill, covered only if using a gas grill, turning over once, until just cooked through, 3 to 4 minutes total. Push shrimp off skewers into a bowl, then pour butter mixture over them and toss to combine well.
• Shrimp can be broiled on a broiler pan 6 inches from heat, turning over once, about 6 minutes total.
I usually just buy larger shrimp and throw them staright on the grill.
Makes 4 main-course servings.