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Export 11 ingredients for grocery delivery
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.
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