I saw Giada make this on the Food Network, and retrieved the recipe from their website. I adapted the ingredients to a small batch, because I just wanted to try it out; but I'm printing the full recipe below because this is really, really good, and I'll make it again. This would make a great appetizer for company.
Don't get confused with the polenta. You can use any coarse-ground cornmeal. Don't use fine ground. Medium ground might work, but polenta is like grits; it's very coarse. That's where you'll get the crunch. Don't buy the polenta tubes that are pre-made polenta. You'll want the dry polenta, or grits, or coarse-ground cornmeal.
Polenta-Crusted Shrimp with Mustard and Herb Mayonnaise
Recipe courtesy Giada De Laurentis, 2008
Rating: 8 out of 10
Mustard and Herb Mayonnaise:
1-1/2 cups mayonnaise (I used Smart Balance Lite)
1/4 cup sour cream (I used Lite)
2 Tbsp. Dijon mustard
1/4 cup chopped fresh tarragon leaves (I subbed basil)
1/4 cup chopped fresh chives (I subbed green onion)
In a medium bowl combine all ingredients. Cover and refrigerate until ready to serve.
1/2 cup all-purpose flour
1 tsp. sea salt
1/4 tsp. freshly ground black pepper
2 eggs, beaten
1-1/2 cups dry polenta
2 tsp. paprika (I used smoked paprika)
1-1/2 tsp. dried thyme (I used the equivalent of 1-1/2 Tbsp. fresh chopped thyme)
1 lb. large shrimp, peeled, deveined, tail left on
3-4 Tbsp. extra-virgin olive oil
Kosher salt, for sprinkling
Position oven rack in center of oven and preheat to 475F. Cover a heavy-duty baking sheet with aluminum foil. Combine flour, salt and pepper in a small bowl. Pour eggs into anothr small bowl. Mix together the polenta, paprika and thyme in a medium bowl. Working in batches, dredge the shrimp in the flour. Shake off excess. Dip flour-dredged shrimp into eggs, then coat with polenta mixture. Drizzle the shrimp, on both side, with the oil. Place shrimp on prepared baking sheet. Bake 10-12 minutes until crisp and golden. Sprinkle with kosher salt, if desired.
Serve immediately with the Mustard and Herb Mayonnaise.