Cut along back of shrimp using scissors; devein, but do not remove shell. Rinse shrimp, and pat dry.
Combine lemon juice, 2 teaspoons salt, 1 teaspoon pepper, and ground fennel in a large heavy-duty zip-top plastic bag; add shrimp. Seal bag securely, and turn to coat shrimp. Set aside 15 minutes, turning occasionally.
Add remaining 2 teaspoons salt and 1 teaspoon pepper to shrimp. Grill shrimp, covered with grill lid, over medium-high heat (350° to 400°) 3 minutes on each side or until shrimp turn pink.
Wine note: Napa Valley winemaker Jeff Morgan produces SoloRosa, a dry California rosé, and Covenant, a kosher Cabernet Sauvignon. Jeff wrote Dean & DeLuca: The Food and Wine Cookbook and The Working Parents Cookbook. His recently penned wine book, Rosé, A Guide to the World's Most Versatile Wine, appeared in bookstores in May. Below, Jeff pairs wine with this flavorful shrimp recipe.
Lemon and coarse sea salt offer simple yet refreshing highlights to otherwise sweet, meaty shrimp. For this dish, I'd reach for a zippy, fresh Sauvignon Blanc, which serves up lemony mineral notes in tune with the briny essence of the sea and the salt. Look for Honig Sauvignon Blanc (about $15). --Jeff Morgan