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© Meredith Corporation. All rights reserved. Used with permission.
Peel and devein shrimp, leaving tails intact if desired. Rinse shrimp. Stir together baking soda and 1 quart water in a large bowl. Add shrimp and soak for 10 minutes; pat dry with paper towels. Cover and chill until needed.
Alternately thread 4 shrimp and 4 olives, leaving 1/4 inch between pieces, onto six 12- to 15-inch skewers. Brush lightly with oil; sprinkle with salt and pepper. Brush fennel wedges lightly with oil; sprinkle with additional salt and pepper.
On a charcoal grill, place fennel wedges on the rack of the uncovered grill directly over medium coals. Grill for 10 to 12 minutes or just until fennel is tender, turning once halfway through grilling. Add shrimp skewers to the grill for the last 5 to 8 minutes of grilling or until shrimp are opaque, turning once.
To prepare dipping sauce, place orange quarters in a food processor; process until finely chopped. Transfer to a saucepan; stir in sugar and salt. Cook over medium-low heat about 15 minutes or until thickened, stirring frequently. Remove from heat and transfer to a small bowl.
If desired, sprinkle the shrimp skewers and fennel wedges with tarragon. Serve with the dipping sauce.