In a large bowl, combine lemon zest, lemon juice, garlic, wine or vinegar, oil, olives, red onion and cayenne powder
Add salt to a pot of water and bring to a boil. Add thawed shrimp and boil for 1 1/2 to 2 minutes, or until shrimp is pink and opaque. Remove immediately. Reserve a half cup of cooking liquid, then drain and place shrimp into marinade.