Salt and Pepper Shrimp with Lemon-Saffron Aioli

Make the Aioli: In a food processor fitted with the steel blade, combine lemon juice, saffron and garlic and pulse until garlic is pureed and saffron is dissolved (about 15 seconds). Add the mustard and pulse again until combined. Add the egg, egg yolks and lemon zest and process for 10 seconds, (if you are concerned about the raw eggs, use pasteurized eggs). Very slowly add the oil in a trickle through the feeding tube of the food processor until sauce is thick and well combined (emulsified). As the aioli becomes thicker, the machine sounds more like a purr than a whirr and you know it is done. If you like a firmer texture, add a little more oil, if you like your sauce softer, stop at the 2 1/2 cups. Add the salt and process until well combined. If the aioli seems like it needs a little salt, resist the urge because the shrimp will more than compensate. Set aside. Note: You may have some leftover aioli but once you've tasted it, you'll want to slather it on everything from grilled asparagus to a ham sandwich . It will keep for 2 to 3 days, covered and refrigerated .

Prepare the shrimp: If frozen, thaw in cold running water just before cooking . Blot shrimp dry and place in a large non-reactive bowl. Toss with the olive oil to coat lightly all over. Just before putting on the grill, mix the salt and pepper together and sprinkle evenly over the shrimp and toss well to make sure each shrimp is thoroughly coated in a crust of salt and pepper.

Place the shrimp in the center of the cooking grate, 3 to 4 minutes per side or until the shrimp is pink and the flesh is opaque (white). When cool enough to touch, peel shells with fingers and serve immediately with aioli.