Some of the best chili rellenos that I ever ate were the ones we used to make in the Mexican restaurant where I worked. They had abalone in the filling. The way we made them was this. We first took a small strip of Monterey Jack cheese and wrapped the thin pieces of abalone around it. The pepper was left whole and the filling was put in through the top. We then beat one egg, poured it onto the grill and spread it out into a thin circle. Before the egg was completely set we placed the pepper in the middle and folded both sides over. We placed it onto the plate with rice and refried beans and smothered the chile relleno with fresh grated cheddar cheese. It was then placed into a 500 degree oven for 5 to 6 minutes until it the egg was puffy and the cheese was melted. I still do that to this day but I use a large non-stick egg pan to do the egg. It's rather unorthodox but that was how the owner's grandmother had taught him to do it and it's a lot less messy then dipping and frying in hot oil and it's probably a lot healthier.
I have done this with large shrimp. First I score the underside of the shrimp so that it won't curl, then I butterfly it and put the cheese inside. The heat of the 500-degree oven is enough to cook the shrimp perfectly.
