Ina Garten says that roasting will caramelize the shrimp slightly and concentrate their flavor, making this mild shellfish taste sweeter and more intense. We imagine that it's similar to throwing shrimp on the grill, something we love!
She recommends tossing the shrimp (peeled and de-veined) with olive oil, salt, and pepper, and then spreading them out in a single layer on a sheet pan. Roast them in a 400° oven for 6-8 minutes until pink and firm. At this point, you can set them aside and add them to your recipe at the last minute.
Here are a few Barefoot Contessa recipes from the Food Network that use this technique:
Have you ever tried this technique?
(Image: Food Network)