Instructions: To make aioli: In a small bowl, combine mayonnaise, parsley, capers, lemon juice, garlic and saffron; cover and refrigerate until ready to use.

Makes 1/2 cup.

To cook shrimp: Sprinkle shrimp with paprika and salt. Wrap each shrimp with a strip of roasted red pepper and fasten with a toothpick. Heat olive oil in a large skillet over medium-high heat. Add half the shrimp; cook until center is opaque, about 3 minutes, turning once; remove from skillet. Repeat with remaining shrimp, adding more oil if needed.

Or, to broil shrimp, place pepper-wrapped shrimp, without toothpicks, on a rack in a broiler pan; brush with olive oil; broil just until center is opaque, about 3 minutes.

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