Shrimp can be cooked either shell on or shell off. Cooking with the shell on will result in better flavor, but can be fussy to eat, as you have to pick off the shells as you eat them. Shelling and deveining the shrimp before cooking can add a good 10 minutes to prep time, but the resulting dish is easier to eat. This is a one pan dish, going from stove-top to oven, so use an oven-proof pan.
1 Heat oil in the pan you will use for baking. Add the onions and jalapeños, cook for 5 minutes on medium high until the onions begin to brown. Add the garlic and cook a minute more. Add the tomatillos, reduce heat to medium and cook for 10 minutes, until the tomatillos are cooked through, but still hold their shape. Sprinkle salt over the tomatillos as they are cooking.
2 If using clam juice, add to pan, turn up the heat and reduce by half. If using water, just add the 1/4 cup of water without reducing.
3 Add the cheese and shrimp. Cook in a preheated 425°F oven for 10 minutes.
4 Remove pan from the oven. If using a pan with a handle, such as a cast iron frying pan, I recommend cooling the handle with ice for safety; it's so easy to forget that pan has just come out of the oven, and you grab the hot handle by mistake. Right before serving, mix in the cilantro and sprinkle with lime juice and freshly ground black pepper.