Take a large bowl, add the shrimp and season with some salt, pepper and cayenne pepper.
Take a large skillet, heat oil or some butter over high to medium heat. Once the skillet is hot, add the shrimp and cook 1-2 minutes on each side or until they are cooked evenly. Remove the shrimp from the skillet and cover with a lid to keep warm.
In the same skillet, add minced cloves of garlic with some more butter. Pour the wine the heavy cream and stir frequently. In 2 minutes add the parmesan and pour back the shrimp.
Off heat, toss all the ingredients gently to infuse all the aromas.