You can peel the tails from the shrimp if you like. Tails can also be left on for presentation purposes. The shrimp should be raw for this recipe, not pre-cooked.
Frozen shrimp will work just fine for this recipe, but you do want to allow them to thaw before beginning. Allowing the shrimp to thaw will help your seasonings stick and not slip right off. Thaw shrimp in the refrigerator overnight.
Shrimp cooks quickly and only needs about 4-5 minutes tops. Working fairly quickly is key for this recipe.
Store leftovers in an air-tight container kept in the refrigerator for up to 2 days.
Reheat in the oven set to 300F. Place the shrimp in a single layer inside a baking dish or spread out on a sheet pan. Cover with foil and heat until warmed through, about 6-10 minutes. Be careful not to leave them in the oven for too long as they dry out quickly.