- 1 cup crumbled blue cheese
- 1/3 cup olive oil
- 2 teaspoons fresh lemon juice
- 3/4 cup heavy cream
- 1 bunch celery, cut into sticks
- 3 tablespoons minced garlic
- 1/2 cup chopped fresh parsley
- 1/3 cup extra-virgin olive oil
- 1/4 cup medium-dry Sherry
- 2 to 4 tablespoons hot sauce
- 2 tablespoons fresh lime juice
- 3 lb large (16 to 20 per lb) shrimp, in shells
- 2 tablespoons kosher salt
- 2 tablespoons cracked black pepper
- About 1/2 cup olive oil
- Purée blue cheese, oil, and lemon juice in a food processor until smooth. Transfer to a bowl and whisk in cream. Serve dip with celery.
- Stir together sauce ingredients.
- Make a deep lengthwise incision along inner curve of each shrimp with a small knife, cutting all the way through flesh but not shell. Devein.
- Toss with kosher salt and cracked pepper to coat.
- Heat 2 tablespoons oil in a 12-inch nonstick skillet over high heat until hot but not smoking, then cook shrimp in batches, without crowding, until just cooked through, about 3 minutes per side, adding more oil as needed. Transfer to a large bowl as cooked.
- Add sauce to shrimp and toss well to coat.