Preheat your oven to 350°F. Tear the bread into roughly ½-inch rustic pieces and spread them on a baking sheet. Drizzle with olive oil, then sprinkle with Old Bay seasoning and salt, tossing gently to coat evenly. Bake for 8-10 minutes until golden and crispy, then set aside to cool completely. I like to make these croutons first since they need time to cool and can sit while you prepare everything else.

While the croutons bake, pat the shrimp dry with paper towels and place them in a bowl. Drizzle with olive oil, then sprinkle with Old Bay seasoning, cayenne pepper, salt, and lemon zest. Toss gently to coat all the shrimp evenly, making sure the seasoning gets into the crevices. Let sit for a few minutes while you heat the grill—this helps the flavors stick to the shrimp.

Heat your grill to 450°-500°F until it's very hot. If using wooden skewers, soak them in water for at least 10 minutes first. Thread the seasoned shrimp onto skewers, piercing near the head and tail so they cook evenly. Grill for about 2 minutes per side until the shrimp are opaque and slightly charred—don't overcook or they'll become rubbery. The high heat gives you a nice crust while keeping the inside tender.

Place the chopped romaine in a large bowl and drizzle with Caesar dressing, tossing gently until all the leaves are coated. Divide the dressed lettuce among serving plates, then top each plate with a generous handful of the crispy croutons from Step 1. Arrange the grilled shrimp skewers on top of each salad, then finish with shaved Parmesan ribbons and a light crack of fresh black pepper. Serve immediately while the shrimp and croutons are still warm.