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1
To make the vinaigrette, preheat the oven to 400 degrees.
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2
Rub the eggplant and peppers with olive oil and place on a foil-lined baking sheet.
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3
Roast, turning the vegetables with tongs, until the eggplant is tender but not mushy and the peppers are scorched on all sides, about 45 minutes.
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4
Set the eggplant aside to cool.
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5
Place the peppers in a paper bag or bowl; close the bag tightly, or cover the bowl with plastic wrap, to steam off skins.
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6
Cut half of the eggplant into half-inch cubes; place in a mixing bowl.
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7
Remove the pepper skins; halve the peppers lengthwise and remove seeds and ribs.
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8
Cut half of each pepper into quarter-inch cubes and add to the bowl.
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9
Reserve remaining eggplant and peppers for another use.
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10
Add the zucchini, tomato, onion, garlic, saffron, thyme leaves and parsley and stir to combine the ingredients.
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11
Add two-thirds of a cup of olive oil, or just enough to cover the solids.
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12
Refrigerate several hours or overnight.
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13
Preheat the oven to 500 degrees, with a rack at central level.
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14
Bring the vinaigrette mixture to room temperature.
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15
Place a bed of thyme sprigs about one inch deep in a metal baking pan in which the shrimp will fit in a single layer.
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16
Arrange the shrimp over the thyme.
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17
Place in the oven and roast just until the shrimp are opaque and slightly firm when pressed gently, about five minutes.
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18
Remove.
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19
While the shrimp are roasting, add lemon juice, salt and pepper to the vinaigrette.
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20
Spoon some of the vinaigrette on each of four serving plates; arrange the shrimp over it.
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21
Garnish each plate with one or two of the thyme sprigs and serve hot.