Gambas al ajillo is one of the most classic Spanish tapas, and for good reason. Big, sweet shrimp are marinated with salt and garlic, before cooking in olive oil. The shrimp are tender, and the flavorful oil is perfect for sopping up with crusty bread, or drizzling over rice. Here, we toast shrimp shells in the oil first to build flavor, before straining them out and cooking the shrimp with a little sherry vinegar. When the shrimp are done, you'll want to slurp up the remaining oil. We'd do the same.