Heat the oil in a large skillet over medium heat. Add the shrimp and stir frequently, until they are bright pink and opaque; about 2 minutes. Add salt and pepper to taste.
Add the cognac quickly and flambé; place the shrimps on a plate.
Heat the goat cheese using another pan, then add the fresh cream and bring it to boil. Add salt and pepper.
Rinse the lettuce and dry in a salad spinner or with a clean towel.
To assemble the plate, place the lettuce first. Add the warm goat cheese. Place the shrimp, and garnish with walnuts and pink peppercorns.
