You can easily make Shrimp Fajitas on the stovetop. There are a few options. You can follow the same steps for marinating and grill the shrimp for 3 minutes per side, on either a grill or grill pan. Remove shrimp and cover and in the same pan add the onion and pepper and cook for 4-8 minutes until soft. I like keeping the shrimp separate but if you want to cook the shrimp and onion and pepper together, you certainly can.