We find our grilling shrimp at the butcher counter at our local grocery store. You will want them to be peeled, deveined, and have the tails removed. You can also buy frozen bagged shrimp, just be sure they are not pre-cooked. Allow frozen shrimp to thaw completely before beginning.
We use our homemade Cajun seasoning, however, you can purchase pre-made seasoning in varied heat levels. Ours would be considered medium heat.
Shrimp does not take long to cook, which also means it can easily be overcooked. The shrimp will curl and turn opaque with pink and red hues when it is finished cooking. Overcooked shrimp tend to turn a whiteish grey and are rubbery in texture.
Store leftovers in an air-tight container kept in the refrigerator for up to 3 days.