1. In a small saucepan, cover the chorizo with water and bring to a boil. Simmer over moderate heat for 5 minutes, then drain. Thinly slice 1 of the sausages and finely chop the other.
2. In a medium bowl, blend the butter with the scallions, pimentón and chopped chorizo and season with salt.
3. In a large skillet, cook the sliced chorizo over very low heat until the fat is rendered, about 4 minutes. Add the shrimp and cook over moderate heat until barely pink, about 2 minutes per side. Add the brandy, tip the skillet and, using a long match, carefully ignite the brandy. When the flames die down, add the chorizo butter and cook, stirring, until just melted, about 2 minutes. Remove the skillet from the heat and stir in the water to make a creamy sauce.
4. Transfer the shrimp and sauce to a shallow serving dish and garnish with the lemon wedges. Serve at once with crusty bread.
Make Ahead: The chorizo butter can be frozen for up to 1 month.
Wine Recommendation: A light, fruity rosé with good acidity is the best counterbalance to the spicy and smoky flavors in this dish. Try the 2000 Cape Indaba Blush from South Africa, or a sparkling rosé, such as the Nonvintage Domaine Ste. Michelle Blanc de Noir from Washington State.
Notes: Pimentón picante can be mail-ordered from the Spanish Table, 206-682-2827; www.tablespan.com