For the Toasted Garlic Chips:
Heat oil over medium heat in a medium skillet. Add the garlic slices and cook until the slices are lightly golden brown. Remove the garlic with a slotted spoon to a dish lined with paper towels and sprinkle with salt. Discard the oil.
For the Red Chile Oil:
Combine all ingredients in a small saucepan over low heat for 5 minutes. Remove from heat and let oil infuse for 30 minutes. Strain oil into a bowl.
For the Shrimp:
Preheat oven to 450 degrees F.
Place the shrimp in a large oven proof casserole (cazuela), pour the red chile oil over them and season the shrimp with the ancho chili powder and salt. Roast in the oven until pink and just cooked through, about 4 to 5 minutes for small shrimp, 6 to 7 minutes for medium.
Remove from the oven and sprinkle with the chopped thyme and Toasted Garlic Chips. Serve immediately with lots of crusty French bread.