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The shrimp can be prepared using an outdoor or indoor grill, grill pan or even an oven and baking sheet.
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All methods of preparations are essentially the same except for the oven.
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If using an oven there is no need to preheat; adjust the top rack to the highest position near the broiler, leaving enough room for a baking sheet and the shrimp.
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If using a grill or grill pan, preheat the grill to medium-high heat.
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If an outdoor or open grill is being used, line the grill grates with aluminum foil and preheat to medium-high.
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Make the crust: Heat a saute pan over medium heat with 1 tablespoon of the olive oil.
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Add the sausage and cook, stirring and breaking the meat into small pieces, about 3 minutes.
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Add 1 tablespoon of the shallots and the garlic and cook until the sausage is browned and excess oil has rendered, 3 to 4 minutes more.
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Remove from the heat.
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In a medium bowl, combine the breadcrumbs, Italian seasoning and lemon zest.
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Add the cooked sausage mixture (with drippings) to the breadcrumb mixture.
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Roughly combine to gauge moisture, then add up to 3/4 cup of the olive oil.
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Combine again, then add up to 1/2 cup of the white wine and combine well.
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If the mixture is still dry, a bit more of either can be added in small increments.
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The mixture should appear glossy and moist to the touch, but without excess liquid sitting at the bottom of the bowl.
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Season with salt and pepper to taste and set aside.
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If using an oven, turn the broiler to high.
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Place the shrimp shell-sides down on a baking sheet and drizzle with the remaining 1 tablespoon of olive oil.
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Season lightly with salt and pepper.
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Place the shrimp under the broiler for about 2 minutes, just to begin the cooking process.
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Remove and check to see that that shrimp have begun to turn opaque.
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Scoop spoonfuls of the crust mixture onto the shrimp, pressing down with the back of a spoon or spatula to compress the crust topping (some will fall around the shrimp, which is fine).
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If you are using a grill, drizzle 1 tablespoon of olive oil onto the shrimp in a separate dish and lightly season with salt and pepper.
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Using tongs or carefully using your hands, place the shrimp shell-side down on a preheated grill or grill pan or onto the aluminum foil on an open grill.
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After 3 to 5 minutes the shrimp should begin to curl at the tails, the shell should darken in color and the meat should begin to turn opaque.
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Proceed to scoop spoonfuls of the crust mixture onto the shrimp, pressing down with the back of a spoon or spatula to compress the crust topping (some will fall around the shrimp which is fine).
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For either method, after applying the crust, cook until the crust is golden brown and the shrimp are just cooked through, 2 to 3 minutes.
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The shrimp will cook quickly; make sure not to overcook.
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Remove from the heat and transfer to a plate or serving dish, covering with foil if the sauce is not yet ready.
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To make the sauce, heat a medium saute pan or saucepan over medium-high heat.
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Add the lemon juice, Worcestershire sauce and add 1/2 cup of white wine.
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Cook until reduced, 4 to 5 minutes, then add the parsley and the remaining tablespoon of shallots and continue to cook another minute or two.
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Remove from the heat and add the butter, one tablespoon at a time, stirring continuously.
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Once the butter is incorporated, add the chives or chervil and let steep about a minute before spooning the mixture over the crusted rock shrimp.
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Serve and enjoy.
