Combine unpeeled shrimp, one cup olive oil, garlic, bay leaves, rosemary, and oregano in a bowl and let stand at room temp for one to two hours.
Turn mixture into a large skillet, season with salt and pepper, and slowly saute shrimp, stirring occasionally, for about 20 minutes over medium to medium-low heat. They should cook very slowly so shells become thinly translucent and the shrimp turn bright pink on all sides. Do not let them fry.
If oil evaporates during cooking, add more. Poiur in wine, raise heat and simmer for seven to eight minutes, until the wine evaporates slightly. Again, check to see that there is enough oil in the pan, as there should be some for dipping when the shrimp are served.
Check seasonings and serve immediately with slices of warm, crusty bread.
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