1 ½ lb. large shrimp (with shells and preferably heads)
1 tsp. kosher salt
½ tsp. baking soda
½ cup olive oil
1 large bay leaf
1 fresh red finger chile, halved lengthwise, or 1 tsp. crushed red pepper
6 cloves garlic, very thinly sliced (I use a truffle shaver)
A shot (3 tbsp.) of Spanish brandy or good-quality sherry or 1 tbsp. sherry vinegar
A handful of fresh flat-leaf parsley, chopped
Remove the shells and heads from the shrimp; reserve. Devein the shrimp, rinse, and pat dry. In a bowl, toss the shrimp, salt, and baking soda (for crispy shrimp).
In a large skillet, heat the oil over medium. Add the shrimp shells and heads, bay leaf, and chile. Cook, stirring often, until the shells are toasted, 6 to 7 minutes. Strain (discard the shells and heads) and return the oil to the pan. Add the garlic and swirl for 1 to 2 minutes. Add the shrimp and turn up the heat a bit. Toss until the shrimp are opaque in the center, 2 to 3 minutes more. Add the brandy and parsley. Serve immediately.