Put the shrimp in a large baking dish.: The moment you place the shrimp into a roomy baking dish you create space for even coating, which matters because crowded shrimp will steam rather than develop flavor. You should notice the shrimp sitting neatly, glistening, not overlapping heavily. If they are piled up, rearrange them so each piece has contact with the marinade later. A common mistake is using a dish that is too small, which leads to uneven marination and spots that never soak up the garlic oil.
Combine the canola oil, garlic, red pepper flakes and fennel seed in a small food processor and process until the garlic is somewhat paste-like. Pour this mixture over the shrimp and let them marinate for 30 minutes.: When you puree the canola oil with the garlic , you release aromatic oils that cling to the shrimp , and you should smell a fragrant, slightly pungent garlic aroma with hints of fennel sweetness. As the mixture coats the shrimp, the surface will look glossy and infused, which helps the grill create a caramelized edge. Letting them marinate for the full 30 minutes ensures flavor penetration without breaking down the texture, but do not exceed an hour or the acid in later steps could begin to firm the flesh oddly. A useable troubleshooting tip is if your garlic paste smells raw and sharp, let it sit a few minutes mixed with oil to mellow before pouring over the shrimp.
Light a grill to high heat.: A properly heated grill provides immediate searing, which is essential for quick cooking of shrimp . You want the grates hot enough that the shrimp sizzles the moment it hits the surface, producing that characteristic charring and smoky scent. When you test, a drop of water should skitter and evaporate almost instantly. If the grill is only warm, the shrimp will cook slowly and become rubbery, so resisting the temptation to grill too soon will pay off.
Strain the shrimp from the marinade and season them with salt and black pepper, to taste. Grill the shrimp on both sides until they are slightly charred and just cooked through, about 2 minutes per side. Transfer the shrimp to a plate.: After straining, the shrimp should glint but not drip. Season with salt and freshly ground black pepper so those top notes are present. On the grill you should hear a sharp sizzle and see the edges turn opaque with light charring; the interior will go from translucent to firm. Around two minutes per side is typical for jumbo shrimp, but watch closely because they move from perfect to overcooked quickly. Avoid leaving them on the heat waiting for color, as overcooking is the most common error here.
Melt the butter in a large sauté pan set over the grates of the grill. Add the lemon zest, lemon juice, tarragon and thyme leaves and cook for 30 seconds. Add the shrimp and cook, tossing once, about 1 minute. Finish with the parsley and adjust the seasonings, if necessary. Transfer the shrimp to a serving platter and garnish with thyme and parsley.: As the butter melts on the grill, it will foam and smell nutty, and when you add the lemon zest and juice the aroma will brighten instantly. The brief 30 second cook softens the herbs and unlocks their oils without wilting them into nothingness. Tossing the shrimp in this hot herb butter gifts them a glossy coat and a layered flavor profile, and you should hear a soft sizzle and see the butter cling like a glaze. Taste and make small seasoning adjustments rather than heavy handed changes. Be careful not to overcook during this toss, which can dry the shrimp; the minute of gentle heat is just to marry flavors and warm the shrimp through.
Layer shrimp on butter leaf lettuce and shredded greens and vegetables.: When you assemble, the cool butter leaf lettuce will provide a tender cradle that contrasts the warm, buttery shrimp . Arrange a little pile of shredded greens and vegetables first so they cushion the shrimp and add crunch. You should admire the color contrast and feel the crisp crispness of the lettuce as you fold it around the shrimp; this tactile feedback signals the wrap is ready to eat. Avoid overfilling each cup, which can tear the lettuce or make eating awkward; balance is key for a perfect handheld bite.