Move oven rack to the middle position and preheat to 375°Line a rimmed baking sheet with foil and lightly spray it with noncook cooking spray.
MAKE THE STUFFING:
In a small skillet or pan add the butter and melt over medium heat. Add in the shallot and saute, stirring frequently, until softened and the edges begin to turn light brown, about 3-4 minutes. Add garlic and cook until fragrant, about 30-60 seconds.
In a medium bowl, add the shallot, crushed Ritz crackers, melted butter, sherry wine, and pepper. Stir until combined.
PREPARE THE SHRIMP:
Remove the shell, leaving the tail section intact. Hold the shrimp in your hand with the inside of the curve facing down. Make a shallow cut with a paring knife down the back of the shrimp. Use the tip of the knife or a toothpick to remove the vein.
Then, flip the shrimp, so the inside of the curve is facing up. Run the paring knife along the length of the inside, cutting about ½-inch into the flesh, BUT NOT ALL THE WAY THROUGH! You should now be able to flatten the shrimp with the tail pointing up. Place the shrimp, with this new cut side facing up, on the prepared baking sheet and repeat with the remaining shrimp.
STUFF THE SHRIMP AND BAKE:
Use a 1-Tablespoon scoop to scoop the stuffing into a mound on the flat part of the shrimp. Repeat with the remaining shrimp.
Bake for 20 minutes, or until the shrimp are pink and the stuffing is golden brown.
Serve with lemon wedges, a sprinkle of paprika, and melted butter for dipping, YUM!
If you'd like to make this recipe ahead of time, I suggest preparing the recipe through step 1 of "Stuff the Shrimp and Bake" in the recipe below. Then freeze the shrimp on a baking sheet. Once it's frozen solid, place the shrimp in a freezer-safe Ziploc bag. When you're ready to make them, arrange the shrimp on the prepared baking sheet and let them sit at room temperature until thawed, about 30-60 minutes. Then proceed with step 2 of "Stuff the Shrimp and Bake" of the recipe below.
Adding a 1/2 cup of crab meat to the stuffing would be ah-mazing!