My mother-in-law makes these in individual sized clay dishes (cazuelitas) that you can put directly on the stove to cook in. Here I'll assume most will make the dish in one large pan and then plate separately.
If the shrimp haven't been shelled, remove the shells
Completely cover the bottom of a large frying pan with olive oil and slowly heat along with the garlic and cayenne pepper pods.
When the garlic begins to sizzle add the shrimp and sauté a moment.
Once everything starts to sizzle again, add a splash of sherry and a sprinkle of salt.
Simmer for about a minute until the shrimp are cooked through (don't overcook!)
Remove from the heat and divide into four servings.
Top each serving with a touch of butter, and give it a quick stir before serving.