Make the broth: In a saucepan, cook the onion, leek, and celery in 1 tablespoon olive oil for 5 minutes over low heat. Heat the remaining olive oil in a pan; sauté the shells and heads of the rock shrimp over high heat until pink, about 3 minutes; deglaze with the grappa and light a match to the pan (keep your hair and clothes away from the flame). When the flame dies down, pour in the Gewürztraminer; add to the pan with the vegetables. Add the peppercorns, thyme, bay leaf, parsley, and enough water to cover. Simmer 40 minutes, skimming frequently. Strain and discard the solids; reserve.

Make the zucchini cream: Cook the shallots and zucchini in the olive oil over low heat 20 minutes; add the parsley and basil. Purée in a blender with enough broth to emulsify. Add salt and pepper. Keep warm.

Make the risotto: Heat the olive oil and sauté the shrimp until pink, 3 minutes over medium heat. Pour the broth into a pot; bring to a boil. Set a bamboo steamer over the broth, and place the zucchini in the steamer; cook 5 minutes; set aside. Remove 1/4 cup of the broth from the pot; dissolve the saffron in it. Keep the broth hot. Cook the onion in the butter over medium heat 5 minutes. Add the rice; toast 30 seconds, stirring. Add the Gewürztraminer. When it evaporates, add 1 cup of the broth, stirring. When the broth is absorbed, add another cup; continue adding broth, cooking, and stirring for 15 minutes, adding the saffron broth after 10 minutes. Fold in the shrimp, zucchini, zucchini cream, salt, and pepper. Transfer to a platter, garnish with the basil, and serve hot.