Can I make Shrimp Saganaki without ouzo?
Yes. Ouzo adds anise flavor and drama from the flambe, but you can substitute dry white wine or brandy, or omit the flambe entirely and add 2 tbsp ouzo to the sauce for flavor.
What size shrimp should I use?
Use large shrimp (21/25 count per pound or fewer). They stay tender and cook evenly in the sauce without becoming rubbery.
How do I know when the shrimp are done?
Cook until they turn opaque and form a C-shape, about 3-4 minutes per side. Overcooked shrimp become tough; they continue to cook slightly in the hot sauce after you remove from heat.
Can I prep this dish ahead?
Make the tomato-fennel sauce up to 2 days ahead. Reheat gently, add the shrimp fresh, and cook just before serving to prevent overcooking.
What type of feta should I use?
Use feta in brine (as called for) rather than crumbled feta. The salty, creamy texture melts slightly into the warm sauce.