Step 1

Bring a small saucepan of heavily salted water to a boil. Add onions and let boil for 4 minutes.

Step 2

Drain and submerge in ice water. When cool enough to handle, remove ends and peel skins. Place onions in a heatproof container.

Step 3

Combine vinegar, garlic, salt, peppercorns, oregano, and cumin in the saucepan and bring to a boil. Stir to dissolve the salt then pour mixture over the onions and let cool.

Step 4

Cover and refrigerate for at least 2 days, or up to a month.

Step 5

Pour milk into a large saucepan and heat over medium heat to 190°F or until almost boiling, about 10 minutes.

Step 6

Remove from heat and slowly add citrus juices, salt, orange zest, and oregano. Let sit 5 minutes.

Step 7

Place a double thick layer of cheesecloth over a fine mesh strainer and set that over a heat proof container. Strain the milk mixture through the cheesecloth and let drain at least 30 minutes or up to 1 hour.

Step 8

The liquid that is leftover is the whey. You can either throw it away or save for making smoothies or oatmeal or rice or any other number of grains. The requesón will keep covered in the refrigerator for up to 3 days.

Step 9

Combine all the ingredients, except the shrimp, in a blender. Purée until smooth.

Step 10

Pour over the shrimp and let marinate at least a hour before serving or up to overnight.