Step 1

Season the shrimp with the salt and then roll them in the Cajun spice. You can use a prepared spice mix or try our recipe for The Best Cajun Spice Rub

Step 2

Lightly grill the shrimp for only about a couple of minutes per side. Set aside to add to the sauce when it is ready.

Step 3

Place a coffee filter in a colander or mesh strainer. Add the yogurt and allow to stand in the fridge over a bowl to drain for an hour or two.

Step 4

Saute the garlic in olive oil for only a minute before adding the anchovies and tomatoes.

Step 5

Season with salt and pepper. Add the capers, brown sugar, balsamic vinegar and about 1 tbsp of the Cajun Spice Mix and cook until the sauce begins to thicken to a jam-like consistency.

Step 6

Add the basil in the last minute or so of cooking along with the grilled Cajun shrimp and strained yogurt (or whipping cream). Simmer for just a minute or two before serving.