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* Blood oranges are available in mid-winter.
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Fresh blood orange juice is sold seasonally
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and frozen concentrate is available year round at gourmet stores.
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** Basil oil can be purchased or made by steeping 1 bunch of basil in 2 cups of extra-virgin olive oil until the oil is slightly colored and fragrant.
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To make the sauce, combine the blood orange juice, shallots, tarragon, rosemary and sugar and bring to a simmer over medium heat.
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Simmer the mixture until the flavors blend, about 10 minutes then add the cream.
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Simmer for another 1 or 2 minutes, then remove the pot from the heat and steep for 15 minutes.
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Strain the sauce through a fine sieve and set aside until shortly before serving.
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To begin the zucchini rings: Cut each zucchini into 4 (1-inch thick) cylinders.
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Dice the remaining zucchini and set aside for garnish.
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Cut out the center of each zucchini cylinder, creating a hole in each ring about 1 1/2 inches across.
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Reserve the centers to make the custard below.
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Bring a large pot of salted water to a boil.
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Blanch the zucchini rings until they are just tender, then drain and refresh in ice water.
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Preheat the oven to 325 degrees F.
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To make the custard: Mash the reserved zucchini centers.
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In a small bowl, whisk the egg yolks with the cream.
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Add the mashed zucchini, orange zest, rosemary and garlic.
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Divide the mixture between 4 ramekins then bake in a water bath until the custard is just set, about 15 minutes.
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Remove the custards from the oven and keep warm.
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Reduce the oven temperature to 200 degrees F.
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To assemble the zucchini and shrimp rings: Fit each shelled shrimp into a blanched zucchini ring by curling the shrimp.
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Skewer the remaining shrimp with toothpicks (so they will lie flat during cooking).
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To finish the sauce: Bring the strained sauce to a simmer over medium heat.
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Reduce the heat to low.
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Gradually incorporate the butter, emulsifying it into the sauce with a hand held mixer or whisk.
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Adjust the seasoning with salt and pepper and reserve over very low heat.
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To cook the shrimp and garnish: Heat several tablespoons of olive oil in 2 large skillets over medium heat.
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Working in batches if necessary, cook the diced zucchini in one pan and the sliced oranges in the other.
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Season the zucchini with salt and pepper and cook until golden and tender; keep warm in a low oven.
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Cook the orange slices just until firm, season with pepper then keep them warm in the oven as well.
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Wipe out the skillets.
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Add olive oil to each and heat over medium.
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Season the stuffed zucchini and the skewered shrimp liberally with salt and pepper.
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Working in batches, cook the zucchini and shrimp rings in 1 pan and the skewered shrimp in the other, in both cases cooking until the shrimp is firm and lightly browned.
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To plate the dish: Unmold the custards onto 4 large warm plates (run a paring knife around the outer edges of the molds first to prevent sticking).
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Arrange zucchini and shrimp ring around each custard.
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Remove the toothpicks from the shrimp and place 4 shrimp on each plate.
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Arrange a slice of blood orange and some diced zucchini on each plate.
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Drizzle the plates with blood orange sauce and basil oil.
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Garnish with fresh rosemary sprigs and serve.
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Cook's Note: Use banana shrimp for this recipe when they are available.