Always zest before you juice. The lemon is easier to zest when it is still whole and firm. Once you cut it in half and squeeze, the remaining flesh is too soft to hold steady against a grater. Zesting first also means you get every bit of fragrant peel before any juice escapes.
Do not skip the paprika. A quarter teaspoon of paprika might seem like a background note, but it does two things: it adds a subtle warmth that reads as depth rather than spice, and it gives the olive oil a faint golden color that makes the finished dish look as good as it tastes. Smoked paprika works here if you want a slightly deeper, more complex flavor.
Let the shrimp come to room temperature before baking. Cold shrimp straight from the refrigerator take longer to cook through, which can mean overcooked outsides before the center sets. Five to 10 minutes at room temperature while the oven preheats is enough to close that gap.
The cast iron skillet is not optional. A standard baking dish or sheet pan will technically cook the shrimp, but cast iron retains heat so evenly that the oil stays at a consistent simmer rather than pooling in spots. That even heat is what produces the golden, bubbling finish on every piece. A 6-inch skillet is the right size for one pound of shrimp. Any larger and the oil spreads thin and can scorch.
Turn the shrimp once, not more. At the 10-minute mark, flip each shrimp with tongs or a spoon so the other side gets contact with the hot oil. Turning more frequently drops the oil temperature and prevents that caramelized edge from forming. One turn is all it takes.
Toast the baguette in the residual oven heat. After the shrimp come out, slide sliced baguette directly onto the oven rack for two to three minutes while the skillet rests. The bread goes from room temperature to lightly golden and crisp, and it is ready at exactly the right moment to meet the oil in the skillet.
The marinade is also a make-ahead tool. Combine the shrimp, olive oil, lemon zest, lemon juice, garlic, salt, and paprika up to two hours ahead and keep it covered in the refrigerator. When you are ready to cook, let it sit at room temperature for five to 10 minutes, then transfer to the skillet and bake as directed.
Adjust the heat with the red pepper flakes. The recipe calls for red pepper flakes as a garnish, which gives you control over the heat level at the table. If you want the heat baked in, add 1/4 teaspoon of red pepper flakes to the marinade before it goes into the oven.
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