For the shrimp:
- Make marinade by mixing together first five ingredients. Add salt and pepper to taste.
- Slice shrimp to split at the head so each splays (as opposed to being butterflied). Marinate, being sure to coat all shrimp evenly.
- Heat pan with chunk of butter. Fry shrimp with mini peppers. Remove shrimp when golden on all sides. Leave peppers in pan until slightly charred.
- Serve shrimp on mini romaine leaves, drizzled with citrus remoulade and topped with peppers.
For the citrus remoulade:
Preheat oven to 400 degrees. Roast garlic on lightly greased sheet pan until deeply golden. In a food processor, blend roasted garlic with vinegar, lemon juice, sea salt, parsley, cornichons, capers, mustard, white pepper, and mayonnaise until smooth.