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Place your rack in the upper third of the oven, and heat the oven to broil. Using a microplane or grater, zest the lemon and finely grate the garlic into a large bowl. Add 2 tablespoons olive oil and stir to combine.
Halve, core, and thinly slice the fennel, reserving any fronds. Transfer the fennel and the shrimp to the large bowl, season with salt and pepper, and toss to combine, adding more oil if not sufficiently coated. Spread in an even layer on a baking sheet and broil until the shrimp is cooked through and the shrimp and fennel are charred in spots, about 5 minutes. Halfway through broiling, check to make sure everything is cooking evenly and rotate the pan, if needed.
Once the shrimp and fennel are cooked, add the arugula and olives to the sheet pan and toss gently to combine. Drizzle over juice of half the zested lemon and 1 tablespoon olive oil. Taste and adjust seasonings as needed. Transfer salad to a serving dish, top with fennel fronds, and serve.