In a medium saute pan, heat 2 tablespoons of the oil over medium-high heat and saute the diced pepperoni until it releases some of its oil, about 3 minutes. Add the remaining oil and garlic and lower the heat to medium-low. Let flavors infuse over the low heat for 5 to 7 minutes. Meanwhile, in a bowl, mix together the adobo, paprika, and cayenne. Add the shrimp and coat them evenly with the spices. Let rest for 15 minutes on the counter to come to room temperature. Add the shrimp to the garlic oil, raise heat slightly to cook, stirring and turning to cook the shrimp evenly, 6 to 8 minutes. Serve as an appetizer with toothpicks and crusty chewy bread, for sopping.