Step 1

Rinse and pat the shrimp dry with a paper towel. Remove tails, heads, and veins, then set aside.

Step 2

Melt 2 tablespoons of butter over medium heat in a skillet.

Step 3

When the butter looks golden, whisk in the flour, paprika, salt, and white pepper. Keep whisking until it's a thick, smooth paste.

Step 4

Slowly pour in the milk and cream, whisking continuously until the flour paste (roux) is fully incorporated. It should be thick and lump-free.

Step 5

Next, slowly add in the sherry and whisk until incorporated.

Step 6

Continue whisking over medium heat until the sauce is thick and bubbly. Scrape the bottom and sides, so nothing burns.

Step 7

Turn the heat to the lowest setting and let the sauce simmer gently. Stir it every minute or two.

Step 8

In a separate frying pan, melt the remaining 2 tablespoons of butter.

Step 9

Add the shrimp and sauté them for 1 minute on each side. They should be slightly pink with golden edges, but not cooked fully.

Step 10

Add the shrimp (and extra butter) to the sauce. Stir until the butter is incorporated.

Step 11

Continue to cook, stirring gently, for 2-3 minutes, until the shrimp is fully cooked.

Step 12

Serve hot, and enjoy!