Add 3 tablespoons salt to 4 quarts of water. Bring to a boil. Add shrimp and pickling spices; return to a boil and cook until shrimp turn pink and curl. Pour shrimp into colander and wash off pickling spices. Drain well. Melt butter in saucepan with wine, lemon zest and juice. Add shallots and garlic; cook until soft. Add cream and Parmesan cheese, whisking to emulsify. Add salt to taste. Turn off heat.
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