1 lb raw, deveined, peeled shrimp, tails intact
1 red bell pepper, chopped 3/4 inch pieces
3 cloves garlic, minced
2 Tbsp olive oil
1 Tbsp. smoked paprika
1/4 tsp. cayenne pepper
1 tsp. chopped fresh oregano
3 Tbsp. sherry
Combine all ingredients, except oregano and sherry, in a medium bowl. Cover and chill up to 8 hours.
Preheat oven to 400*F. Spray an oven safe skillet with cooking spray. Turn shrimp mixture into skillet, spreading into single layer. Roast in oven for 10 minutes. Turn shrimp over, and sprinkle with oregano. Return to oven and cook about 7 minutes more, or until done. Remove shrimp and peppers to serving dish. Place skillet on stove eye, over medium heat. Add sherry to skillet, and scrape any bits from bottom of skillet. Boil about 2 minutes, then drizzle mixture over shrimp.