A. Grilling shrimp requires perfect timing and attention to detail. First, the freshest shrimp should be chosen. Each shrimp should be washed, shelled, and deveined. They can be marinated or grilled without seasoning but should be kept chilled until the grill has heated to the correct temperature. B. I will never forget the first time I popped a perfectly grilled shrimp into my mouth. It burst like a ripe grape in my mouth as I bit down, exploding with salt-sweet flavor. The buttery aftertaste lingered like a pleasant dream. I couldn’t stop eating them and knew right then I had to learn how to grill perfect shrimp myself.