Make Ahead Tip: Bake, let cool for 1 hour, cover with parchment paper then foil and refrigerate for up to 3 days. Reheat, covered, in a preheated 350°F oven for 1 hour.
Ingredient note: Shrimp is usually sold by the number needed to make one pound. For example, “21-25 count” means there will be 21 to 25 shrimp in a pound. Size names, such as “large” or “extra large,” are not standardized, so to be sure you're getting the size you want, order by the count (or number) per pound. Both wild-caught and farm-raised shrimp can damage the surrounding ecosystems when not managed properly. Fortunately, it is possible to buy shrimp that have been raised or caught with sound environmental practices. Look for fresh or frozen shrimp certified by an independent agency, such as Wild American Shrimp or Marine Stewardship Council. If you can't find certified shrimp, choose wild-caught shrimp from North America--it's more likely to be sustainably caught.