To grill fresh or thawed frozen shrimp, leave the shells on and brush the shrimp with oil. Once coated, place the shrimp on an oiled, medium-hot grill for two to three minutes per side or until the shrimp are completely opaque.
One way to season grilled shrimp is to place them in a paper bag with your favorite seasonings, such as garlic or parsley, and then shake the bag so that the shrimp become covered in the seasoning. You can then eat the freshly seasoned shrimp straight from the paper bag. If you're grilling for a group, let everyone create their own seasonings in their own bags.