Step 1

Prepare a grill for medium-high heat. Lightly oil grate. Using kitchen shears, snip down back of each shrimp shell along the vein, stopping at the tails. You may end up cutting a little but of the flesh, but the aim here is to make it easy to peel the shell later (if you choose!) without compromising the shrimp’s tenderness. The shells are a protective barrier, so keep them on when grilling.

Step 2

Transfer shrimp to a medium bowl. Add 1 Tbsp. oil, two-thirds of garlic, 1½ tsp. Old Bay, and ¾ tsp. salt and toss to combine. Let sit 10–15 minutes while you prepare the aioli.

Step 3

Whisk egg yolk and remaining garlic in a medium bowl. Finely grate 1 tsp. lemon zest into egg mixture. Whisking constantly, gradually stream in remaining ½ cup oil until thick and pale yellow. Stir in juice of one lemon half. Season well with salt—it should taste really vibrant.

Step 4

Cut remaining lemon in half. Grill shrimp and 3 lemon halves (cut sides down) until shells are golden brown and charred in some spots and flesh is opaque and cut sides of lemons are deeply caramelized, 1–2 minutes.

Step 5

Spread aioli on a platter. Arrange shrimp and charred lemons over. Season lightly with more Old Bay.