Salt Baked Shrimp with Wild Fennel

Wild fennel season is winding down in San Francisco.  Wild fennel is such an easy forage - it's an invasive plant found in vacant lots, highway hillsides (but watch for polluted areas), fields, and there's a ton along the coast in Pacifica.  There are plenty of uses for wild fennel that foraging sites get into, like drying for seeds, etc.  Stuffing a whole fish with wild fennel fronds, orange and ginger and roasting it on the campfire is another one of my favorite uses.  But for this dish, I pick the flowers and put them in a clean paper bag.  Then I simply cut the flower clusters with scissors, and toss with the cooked shrimp. The shrimp get dotted with fresh pollen flavor and anise fragrance, and it makes a stunning platter.   The picture below gives you some idea.   
These are wild Louisiana white shrimp - sweet meat with thin shells.  We salt-baked about two hundred for lunch, rinsed them with hot water so they're not too salty, and then garnished with fennel flowers, the loose fennel pollen from that paper foraging bag, and homemade garlic oil.
Most bright flavored oils will do fine on this dish: citrus, herb, or whatever. It's really easy to make flavored oils: buzz a neutral (like grapeseed) oil or light olive oil and a flavoring agent (say lemon peel, blanched chive, etc.) in a blender, let steep for a while, strain through a damp cheesecloth.  Or bring oil and flavor (chili powder or shrimp shells or garlic or whatever) to a low simmer, take off the heat before it burns, steep until cool, strain.  Put in a squeeze bottle and make a gorgeous plate.   We used garlic oil in this dish only because it was the byproduct of garlic confit.  We poached garlic cloves in olive oil, and the gooey, caramelized cloves were incorporated into an orzo salad with lots of lemon, french feta, roasted zucchini and dill, that we served alongside the shrimp.

Salt Baked Shrimp with Wild Fennel
However many high quality American shrimp, heads removed, shells on, de-veined if you feel like doing the work.
Salt.  Kosher or rock, and a lot of it. 
Wild Fennel flowers, picked from a pollution and dog-pee free environment (well, as close as you can get...).  Wash and pick over for bugs.
Flavored olive oil (experiment with the directions above or buy it).

Heat the oven to 425.  Line a sheet tray or cast-iron pan with 1/4-1/2" Kosher or rock salt  and place in the oven until the salt is almost smoking hot. 
When it's hot, lay the shrimp down in one layer and bake until the shrimp are opaque and cooked through, about five - eight minutes.
Rinse the shrimp quickly with hot water (or they will be too salty), drizzle with oil, platter with fennel flowers.