You gotta grill them fast. Shrimp cook so fast. I don’t have any special recipe. I like shrimp very simply seasoned, but I’m sure some jellies will have some special marinade.
I’ve been known to buy frozen cooked shrimp, defrost a few, put them on a skewer, and right in the fire for just a minute for the fire flavor. Lazy. Then I have the stash of shrimp in the freezer for the future.
Remember they continue to cook for a while even after they are removed from heat. Sear them, pull them off and let them sit for a min. Repeat if necessary.