Step 1: Shrimp ... After cleaning the shrimp - season with salt and pepper; and, set on the counter to take the chill off. You never want to cook with cold seafood.
Step 2: Marinade ... Add 2 teaspoons of the olive oil to a small pot; and bring to medium heat. Then, add the chilies, onion, garlic, capers, cumin and mustard seeds, oregano, a pinch of salt and pepper; and stir until everything is combined. Cook just a couple of minutes. Then, add the vinegar, remaining olive oil. bay leaf; and, bring to a light boil - then, reduce to a simmer on low for 10 minutes. Remove from the heat as you prepare the shrimp.
Step 3: Grill ... I like to use a grill pan (a non-stick saute pan will work fine). Simply season the grill with olive oil; and, grill the shrimp for 2 minutes per side. You want them just starting to turn pink and curl; then, remove from the heat.
Step 4: Marinate ... While the shrimp are still warm, transfer them to a glass bowl or ziploc bag (which I prefer); and add the marinade. Mix, if using a bowl; and, cover with plastic wrap. Or, close the bag, and toss until everything is combined. Then, refrigerate for 4 hours, up to overnight. Make sure to either turn over the ziploc bag; or stir the shrimp in the bowl half way. The longer they marinate ... the better.
Step 5: Finish, Serve, and ENJOY! ... Using a slotted spoon, transfer the shrimp to a bowl; along with a little of the marinade, radish, cilantro, and scallions - and toss. To serve - add 3 shrimp and some of the vegetables to a lettuce leaf and roll. Secure with a toothpic. It is a perfect 1 hand appetizer; however, I often warm up the remaining marinade, and serve with some crusty bread. It is perfect with the shrimp and lettuce wraps.
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