Preheat your oven to 375°F. In a heavy saucepan over medium heat, melt the butter until it's foaming.
Add the diced onion, cover, and cook for about 7 minutes until soft and translucent but not browned. You want that sweet onion flavor without any bitter edges.
Stir in the minced garlic, chopped tomatoes, oregano, and harissa paste. Let this simmer, stirring frequently, for about 10 minutes until the tomatoes break down into a chunky sauce. (Look, the tomatoes should be releasing their juices and the whole thing should smell incredible. If your tomatoes are a bit bland, add a pinch of sugar.)
Season the sauce with salt and pepper to taste, then pour it into a 9x13 baking dish.
Pat the shrimp completely dry and season them with salt and pepper. Nestle them into the tomato sauce, making sure they're mostly submerged. (Dry shrimp are key here - any surface moisture will steam instead of getting that nice texture we want.)
Bake uncovered for 8-10 minutes until the shrimp are just cooked through. They should be firm and opaque, but still tender - don't let them get rubbery. (The shrimp are done when they've turned pink and feel firm but still give slightly when you press them. Better to check early than overcook.)
Scatter the fresh parsley over the top and serve immediately with crusty bread or over rice.
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