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VADOUVAN:
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(Make ahead).
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Preheat oven to 350u00b0F with rack in middle.
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Pulse onions in 3 batches in a food processor until very coarsely chopped (there may be a few large pieces remaining), transferring to a bowl.
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Repeat with shallots, then garlic.
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Heat oil in a deep 12-inch heavy nonstick skillet over high heat until it shimmers, then saute onions, shallots, and garlic (stir often) until golden and browned in spots, 20 to 30 minutes.
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Grind fenugreek seeds in grinder or with mortar and pestle. Add to onion mixture along with remaining ingredients, 1 tablespoon salt, and 1 teaspoon pepper and stir until combined.
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Transfer to a parchment-paper-lined large 4-sided sheet pan and spread as thinly and evenly as possible.
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Bake, stirring occasionally with a skewer to separate onions, until well browned and barely moist, 1 to 1 1/4 hours.
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*COOKS NOTE: Vadouvan keeps in the refrigerator 1 month (cool before covering) or in the freezer 6 months.
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ORANGE SHRIMP:
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Melt butter in a 12-inch heavy skillet over medium heat and cook until butter gives off a nutty fragrance and is golden brown, about 2 minutes.
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Add juice and vadouvan, then increase heat to medium-high and boil, swirling skillet occasionally, until liquid is syrupy and reduced by about half, about 2 minutes.
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Toss shrimp with 1/2 tsp salt and add to skillet and saute until just cooked through, about 5 minutes. Remove from heat and stir in lemon juice.
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Serve with steamed rice.