Shrimp is delicious in so many ways. Have you ever tried BBQ shrimp? It works well actually. I use a mequite BBQ powder rub and the taste buds seem to enjoy so I haven't shied away from it.
1 bag of frozen raw shrimp
Mesquite BBQ rub
Thaw your shrimp under cold water and peel shell off. Dry shrimp thoroughly. Toss shrimp with BBQ rub (eyeball it depending on the amount of shrimp you are using).
Roast in the oven for 10-12 minutes at 350 degrees.