I regularly cook these for dinner parties and they remain a firm favourite. I have had to teach numerous friends the recipe and have had the dish cooked for me many times on return invitations. It is important that the prawns are raw, with the heads on, as this is where much of the flavour comes from. Fresh are better, but frozen tiger prawns make a perfectly satisfactory alternative if necessary. Birds-eye chillies are very small, but very hot. During marinading, a small amount of this heat is transferred to the oil and sherry. Be careful not to bite into one of these chilles, though - you will find yourself stuffing your mouth full of bread to numb the burn! I normally serve the dish as a starter, in the pan in the centre of the table and accompanied with lots of fresh French bread for dunking. Wonderfully tasty and typically Spanish.