In a small pan with oil add chile de Arbol. Cook until slightly dark. Remove from pan and place in a bowl all the chiles and oil. Let cool for a couple of minutes then pour into a blender. Blend for 30 seconds then pour out most of it out into a bowl and reserve. Leave some pepper and oil in the blender.
Add garlic, salt, lime juice, peppercorns and mayonnaise to the blender and blend for 30 seconds then pour into a bowl with the shrimp which is completely defrosted and rinsed thoroughly. Let marinate while you slice and dice the onions
Sautee the onions in a pan with some butter or oil at medium heat until they are almost translucent. Push to one side of the pan and add the shrimp flattened open side down. Cook for a minutes or two until almost dry, browned and not soggy in the pan. Added Worcester and chicken stock powder. Then stir the mixture and cook for 30 seconds more. Add some of the reserved chile and oil and taste. If it's not hot enough you can add more reserved chile with oil. Serve with sourdough bread or rice. Goes well with asparagus.
The larger shrimp are better if you can afford them. Butterfly them but don't separate them completely, just in the middle between the head and tail. Leave the skin on. This way you will get the most flavor into the shrimp.
Having done this a few times here is my best version. Buy the medium sized ones deveined and without skin or tail. Let them defrost and marinate in the spicy mayo. When cooking, keep cooking until the liquid separates from the mayo. Don't worry about over-cooking. Cook them until they get brown. Spoon off any excess oil but leave the browned bits in the pan which contain spice, garlic, and extra flavor.