This recipe is a mish-mash of favorite elements from Robert Stehling and The Lee Brothers, plus my own additions. I’ve tinkered a lot with it, finding a base of equal parts lemon, orange and grapefruit juice to be my favorite. Although vinegar and sugar are common in pickle marinades, I prefer to omit them to let the bright, citrus flavors shine. To the marinade, I like adding shallot, garlic, fennel seed, bay leaf and cayenne to complement the citrus. You can get wild and add other components, but I find that these are the important ones and all you really need. I like serving these as a simple appetizer from a shallow, wide-mouth canning jar with tooth picks. Or you serve them as a canapé with smashed avocado on toast (http://www.food52.com/recipes...). —EmilyC
2 T Old Bay or other shrimp boil seasoning
1 pound medium shrimp (about 32 to 36 count), shelled and deveined
¼ cup fresh orange juice + finely minced zest (from 1 orange)
To a large pot of water, add Old Bay seasoning. (I find a ratio of 2 T Old Bay to 1/2 gallon of water works well.) Cover and bring to a boil. Add the shrimp and cook for about 1 minute. The shrimp will be pinkish-orange and will start to curl. Drain shrimp and lay in a single layer on a sheet pan or plate until they cool to room temperature. The shrimp won’t be fully cooked at this point, which is fine, because they’ll continue to cook in the marinade.
In a bowl or sealable plastic bag, combine citrus juices and orange zest, shallot, garlic, bay leaf, fennel seed, olive oil, 1 teaspoon of kosher salt and ¼ teaspoon of cayenne (or more to taste). Add the shrimp and seal; refrigerate six hours or overnight. (The pickled shrimp should be consumed within about 24 hours from the time they're refrigerated or otherwise they'll turn mushy.)