Place the shrimp, garlic, cayenne, and olive oil in a 9 by 9 by 2-inch baking dish and toss well.

Cover and marinate at least 24 hours in the refrigerator.

Preheat the broiler.

Lay the shrimp on a well-oiled broiler pan and brush generously with the marinade.

Broil 2 minutes.

Serve sizzling hot with little bowls of the dipping sauce (1 for each person).

Accompany with a crisp green salad, chunks of good Portuguese bread and well-chilled vinho verde to cool the fire.

For grilling variation: Marinate the shrimp as directed.

Build a hot charcoal fire and when the flames have died down, leaving white-hot coals, arrange the shrimp, not quite touching one another, on 4 to 6 well-oiled long metal skewers.

Adjust the height of the grill so that it is about 6 inches above the coals.

Lay the skewers on the grill and cook about 6 minutes, turning often, and brushing with additional marinade.

Serve with little bowls of Molho de Piri-piri.

To make Molho de Piri-Piri (Hot Red Pepper Sauce): Stem the peppers and coarsely chop (include the seeds).

Place in a 1-pint shaker jar along with the salt, olive oil, and vinegar.

Cover tight, shake well, then store at room temperature.

The sauce will keep well for about a month.

Shake the sauce every time you use it.

For mellower flavor, roast the peppers uncovered for 15 minutes at low heat (300 degrees F.)