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1 Thaw shrimp, if frozen. Peel and devein shrimp. To butterfly shrimp, cut from vein side almost through to opposite side; spread open.
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2 Place shrimp in a resealable plastic bag set in a shallow dish. For marinade: In a small bowl, combine buttermilk, soy sauce, and bottled hot pepper sauce. Pour over shrimp in bag; seal bag. Marinate in the refrigerator for 30 minutes or up to 2 hours, turning bag occasionally.
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3 Preheat oven to 425°F. In a shallow bowl, combine cereal, sesame seeds, orange peel, and salt. Drain shrimp; discard marinade. Coat shrimp with cereal mixture, pressing to make it stick. Place shrimp on a baking sheet lined with parchment paper or foil; press any remaining coating onto shrimp. Bake for 10 to 12 minutes or until shrimp are opaque.
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