The beauty of this flavorful soup is how fast it comes together, but it tastes like you stood over the stove for hours. Both fresh tomatoes and shrimp are perfect here, but you can honestly use canned tomatoes and frozen shrimp and still get a delicious result. It will be our little secret!
To make the gazpacho: Working in batches, put the tomatoes, cucumber, jalapeno, red onion, and garlic in a food processor or blender and purée until smooth. Transfer each batch to a large bowl. Strain through a sieve placed over another large bowl and gently push the gazpacho through with a rubber spatula or wooden spoon to remove any remaining solids. The gazpacho can be chilled at this point until ready to serve, for up to 2 days, but it can also be served at room temperature.
To make the garnish: Toss the celery, bell pepper, red onion, tomatoes, parsley, scallions, lime zest, and half the lime juice in a large bowl. Add salt and pepper to taste and set aside.
Stir the fennel, smoked paprika, salt, sugar, sherry vinegar, lemon juice, and remaining lime juice into the gazpacho, then add salt and pepper to taste. Divide the gazpacho evenly among bowls, place a large spoonful of the garnish in the center of each, then top each with 3 or 4 whole Lemon Pickled Shrimp and some of the pickled lemons and onions. For a variation, chop the Lemon Pickled Shrimp and toss with the garnish, then mound in the center of each bowl. Serve immediately.
Lemon Pickled Shrimp:
Fill a large pot with 5 cups of water, add 1 tablespoon salt and the 2 tablespoons lemon juice, and bring to a boil; add the shrimp and cook until pale pink and slightly firm, about 1 minute.
Meanwhile, prepare a large bowl of ice water. Immediately transfer the shrimp to the ice water to stop the cooking. Drain thoroughly, then toss the shrimp in another large bowl with the onion, lemons, lemon juice, sherry vinegar, olive oil, spices and 1/2 teaspoon salt until completely coated; let marinate at room temperature for 20 minutes, or in the refrigerator for up to overnight. Serve with the gazpacho as outlined above.