We prefer untreated shrimp, but if your shrimp are treated with sodium or preservatives like sodium tripolyphosphate, skip the brining in step 1 and season the shrimp with ¼ teaspoon of salt.

FOR THE POLENTA : Bring water to boil in medium saucepan over high heat. Whisk in polenta, salt, and baking soda. Bring mixture to boil, stirring frequently. Reduce heat to lowest possible setting, cover, and cook for 5 minutes. Whisk until smooth, cover, and continue to cook until grains are tender but slightly al dente, about 25 minutes longer. (Polenta should be loose and barely hold its shape when drizzled from whisk; it will continue to thicken as it cools.)

Remove from heat, whisk in butter and Parmesan, and season with salt and pepper to taste. Keep covered until ready to serve.

FOR THE SHRIMP AND ZUCCHINI: While polenta cooks, dissolve 3 tablespoons salt and 2 tablespoons sugar in 1 quart cold water in medium container. Submerge shrimp in brine and let stand at room temperature for 15 minutes. Remove shrimp from brine.

While shrimp brine, use vegetable peeler to shave each zucchini lengthwise into ribbons by peeling off 3 ribbons from 1 side and then turning zucchini 90 degrees and peeling off 3 more ribbons. Continue to turn and peel ribbons until you reach seeds. Discard core. In small bowl, stir together cornstarch and lemon juice.

Heat 1 teaspoon oil in 12-inch nonstick skillet over medium heat until shimmering. Add zucchini and ⅛ teaspoon salt and cook, tossing constantly, until zucchini just begins to wilt, about 1 minute. Transfer to 1 side of large plate.

Reduce heat to medium-low and add remaining 2 teaspoons oil and garlic to now-empty skillet. Cook, stirring constantly, until garlic is pale golden brown, about 3 minutes. Add oregano, anchovy, and remaining ¼ teaspoon salt and cook, stirring constantly, until fragrant, about 30 seconds. Add wine, water, and sugar. Increase heat to medium and bring to simmer. Add shrimp, cover, and cook, stirring occasionally, until shrimp are just opaque, 3 to 5 minutes. Using tongs or slotted spoon, transfer shrimp to other side of plate.

Stir lemon juice mixture to recombine, then add to sauce. Cook, stirring constantly, until sauce is slightly thickened, about 1 minute. Remove from heat and whisk in butter. Stir in parsley and lemon zest. Return shrimp and zucchini to skillet and toss to combine. Serve immediately over polenta.