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Unfortunately, I prepared these shrimp for a Memorial Day cookout and have no pics. But, needless to say, the recipe is a hit. It was adapted from an Ina Garten recipe (Roasted Shrimp Salad from her How Easy Is That? cookbook).
Preheat the oven to 400F. Line the shrimp on a baking sheet (you may need to use 2 sheets). Drizzle with olive oil. Season with salt and pepper, toss to coat. Roast for about 4 minutes per side. Remove the shrimp and place in a large bowl.
In a small bowl prepare the dressing. Combine the mayo, Greek yogurt, orange juice and vinegar. Whisk to combine. Stir in the lemon and orange zest. Add dressing to the shrimp, tossing to coat (be careful to not add too much dressing). Add dill, capers and red onion. Stir to coat. Chill for at least 30 minutes before serving.