This recipe comes from a cooking class that I took, and is a quick and simple appetizer. The sauce is similar to a mayo and does go well with many other things as well, sometimes I use the leftovers in sandwiches the next day.
1 red pepper
2 garlic cloves
1/4 tsp cayenne pepper
1/8 tsp crumbled saffron threads
2 tsp red whine vinegar
1 tsp Dijon mustard
2 egg yolks
1/2 cup sunflower oil
24 uncooked large shrimp, peeled, deveined
Roast the peppers by lightly rubbing the pepper with oil then placing it on a grill or BBQ and allow all the sides to become black. An alternative that I use is either the gas burning of your stove or crank up the broiler on my oven and stick it right under it. Remove from the heat and place in a bowl and allow the pepper to steam itself and cool. I like to seal the bowl with plastic wrap. Then gently rub the skin and discard it as well as the seeds.
Preheat oven to 425 F. Place the saffron into the vinegar and allow to soften.
Place the roasted red pepper into a food processor and add the garlic, cayenne and vinegar saffron to processor. Blend until almost smooth.
Add the mustard and egg yokes and blend again. While the processor is blending drizzle the oil in slowly until it resembles the thickness of mayonnaise. Season rouille to taste with salt and pepper.
Slice the baguette into thin slices, and lightly brush with olive oil and place into hot oven to toast. Remove from the oven and using whole peeled cloves of garlic, rub the hot bread.
Toss the shrimp in a small amount of olive oil and season with salt and pepper. Heat large pan over medium-high heat. Add shrimp, spreading in single layer. Cook until just browned and opaque in center, about 2 minutes per side. If using non stick pan, just wait for the shrimp to finish cooking on each side before attempting to move or flip them. Once they are ready they will easily come off the pan.
Arrange toasted baguette slices on a plate. Spread the rouille and place shrimp on top.