Ingredients

1/2 cup mayonnaise
2 tablespoons chopped parsley
1 tablespoon chopped drained capers
1 tablespoon lemon juice
1 small clove garlic, mashed to a puree
1/8 teaspoon saffron, crushed
1 pound large shrimp (about 16-20), shelled and deveined
2 teaspoons paprika
3/4 teaspoon salt
1/3 cup piquillo pepper or roasted red peppers cut in 1/2-inch strips
2 tablespoons olive oil

Directions

To make Saffron Aioli: In a small bowl combine mayonnaise, parsley, capers, lemon juice, garlic and saffron; cover and refrigerate until ready to use.

To cook shrimp: Sprinkle shrimp with paprika and salt. Wrap each shrimp with a strip of piquillo pepper; fasten with a toothpick. Heat olive oil in a large skillet over medium-high heat. Add half the shrimp; cook, just until center is opaque, about 3 minutes turning once; remove from skillet. Repeat with remaining shrimp, adding more oil if needed. Serve with Saffron Aioli.

Or, to broil shrimp: place pepper-wrapped shrimp, without toothpicks, on a rack in a broiler pan; brush with olive oil; broil just until center is opaque, about 3 minutes. Makes 16-20 wrapped shrimp, 1/2 cup aioli.