Heat the butter in a large skillet over medium-high heat. Season the shrimp with half the kosher salt and black pepper. Add to the skillet and cook until just cooked through and no longer translucent, about 4 minutes. Transfer the shrimp to a plate, cover with foil and set aside.
Add the garlic to the skillet. Sauté until fragrant, about 30 seconds.
Reduce the heat to medium-low. Add the cream, the cayenne pepper, and the remaining kosher salt and black pepper. Bring to a gentle simmer, stirring. This should take about 1 minute.
Add the Parmesan cheese and gently stir until melted, about 30 seconds.
Add the shrimp back to the skillet. Gently stir to combine with the sauce and reheat, about 1 more minute. Sprinkle with parsley and serve.
Although I usually opt for tail-on shrimp because of their prettier presentaion, in this recipe, it's best to use tail-off shrimp. It makes the dish easier to eat. But if all you have on hand is tail-on shrimp, that's fine!