Put the prawns in a sous vide bag together with some olive oil.
Cook the prawns for 30 minutes at 135F.
Transfer the prawns to an ice bath.
Combine white wine, orange juice, and capers in a saucepan over medium heat and reduce to about 1/3 its volume.
Whisk egg yolks over a double boiler until frothy.
In a steady stream, whisk in the cooled orange-caper reduction.
Whisk in olive oil in a thin stream.
Season with salt then fold in orange zest.
Layer the sabayon and shredded lettuce in cocktail glasses and top with the cooked prawns.