Toss the shrimp with the garlic, half of the lemon juice, the oregano, a fat drizzle of EVOO, a few shakes hot sauce, the parsley and some salt and pepper. Wrap each shrimp in a slice of ham.
Drizzle some olive oil in a large skillet and heat over medium-high to high heat. Add the shrimp and cook until the ham is brown and crisp and the shrimp are firm and pink at the ends. Remove the shrimp to a platter. Pour the sherry in the pan, swirl, then add the butter and the remaining lemon juice, and swirl to gloss the sauce. Pour the sauce over the shrimp and serve.
Recipe courtesy of Rachael Ray