Bring a medium pot of water, with a steamer insert, to a boil. Steam claws for 10 minutes or until crab is cooked through.
Meanwhile, in a large glass bowl, combine sherry, olive oil, garlic, and lemon zest and slices. When crab is cooked, add to marinade and toss to coat. Serve warm or chilled, with mignonette for dipping and lemon wedges on the side.
2 shallots, minced
2 tablespoons rice wine vinegar
Salt and freshly ground black pepper
1 teaspoon fresh lemon juice
1 tablespoon extra-virgin olive oil
Whisk all ingredients in a small bowl. Serve on the side for dipping.