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Peel and devein the prawns, leaving the head and tail pieces intact. Heat 2 tablespoons vegetable oil in a large saute pan over high heat until oil is almost smoking. Season 6 prawns with salt and pepper and add to hot oil. Cook 1 minute on each side and then transfer to a paper towel to drain. Repeat until all prawns are cooked, adding more oil as needed.
Prepare the Lemon Confit a couple days in advance. Slice the lemons lengthwise and place in a stainless steel pot. Add all remaining ingredients, except olive oil, cover with cold water, and bring to a boil over medium heat. Reduce heat to maintain a slow simmer; too much heat will cause the lemon to fall apart. Simmer for 15 minutes and then pour into sanitized mason jars. Seal and let cool in refrigerator.