Smoked Shrimp is a great option for cooking tastier shrimp that you can serve as an appetizer, side or main dish. Season these jumbo shrimps first for a little spice. Then brush them with lemon-butter every 5-10 minutes for a tangy, buttery flavor. It only takes about 30 minutes, so take care not to overcook them. Available year-round, fresh shrimp should smell of the sea with no hint of ammonia. Since shrimps cook quickly, when smoking them, stick with jumbo or colossal shrimp.