Removing the shells before cooking
Peeling and discarding the shells may appear to be standard shrimp procedure, but there are advantages to leaving the shells on for cooking. Because shrimp cook quickly, leaving the shells on can help prevent overcooking or uneven cooking when grilling or broiling. Not only does leaving the shells on save time, but it also usually results in a more tender, juicier final product with enhanced shrimp flavor.
But don't take it from us. Shrimp shells act as a natural heat buffer and add another layer of distinct shrimp flavor. This heat buffer prevents the inner portion of the shrimp from finishing before the outer portion when cooking larger-sized shrimp (such as jumbo). As a result, the shrimp is not only evenly cooked but also more intensely flavored.