I bursted out laughing when you mentioned Jimmy's ability and maturity to peel his own shrimp but didn't.
Jimmy is losing my respect as he continues to deny this relationship and even portrays innocence when it's far from being an honest deed. Anyway, I'm not too surprised, it took Jimmy 10 whole years to finally lift the weight off Ruby for telling the truth, it wouldn't be strange at all if Jimmy finally admits this relationship with Kelly on his wedding day.
Personally, it's a bit disappointing. But perhaps like other fans, Jimmy is just 'protecting' his privacy.