1⁄2 cup mayonnaise 2 Tbsps. chopped parsley 1 Tbsp. drained, chopped capers 1 Tbsp. lemon juice 1 clove garlic, mashed to a puree 1⁄8 tsp. saffron, crushed 1 lb. uncooked shrimp (about16-20), shelled and deveined 2 tsps. paprika 3⁄4 tsp. salt 1⁄3 cup Piquillo peppers or roasted red bell peppers cut in 1⁄2-in. strips 2 Tbsps. olive oil
For saffron aioli: Combine mayonnaise, parsley, capers, lemon juice, garlic and saffron in small bowl; cover and refrigerate until ready to use.
Sprinkle shrimp with paprika and salt. Wrap each shrimp with a strip of pepper; fasten with toothpick.
In a large skillet over medium-high heat, heat olive oil. Add half of shrimp; cook until center is opaque, about 3 minutes, turning once. Remove from skillet.
Repeat with remaining shrimp, adding more oil if needed. Serve with saffron aioli.
YIELD: 16 - 20 pieces