Grill shrimp by first deveining them and then soaking them in a baking soda and water solution before placing them on skewers. The solution, made from 2 tablespoons of baking soda dissolved in 1 quart of water, removes the fishy iodine smell that shrimp tend to have.
Use a paring knife to devein the shrimp, then, after soaking them in the baking soda solution for 10 minutes, slide them onto the skewers through both the top and the tail. Finally, grill the shrimp at medium heat until they turn pink, which takes about 90 seconds on each side. Avoid cooking them at a high temperature, which results in uneven cooking and overcooking. The shrimp can be grilled completely intact for a more flavorful dish, but many people dislike shrimp containing both heads and veins.
Another option is to first marinade the shrimp before grilling it. A good marinade recipe calls for 3 minced garlic cloves, 1 minced yellow onion, 1/4 cup each of minced fresh parsley and basil, and 1 teaspoon of dry mustard. Whisk 2 teaspoons of Dijon mustard, 1/4 cup of olive oil, the juice from 1 lemon, 2 teaspoons of kosher salt and 1/2 teaspoon of pepper in the mixture, and marinate the shrimp for one hour before grilling them.