Once you remove the shells, make a shallow slice at the back of the shrimp. Then, carefully lift the vein out using the point of the knife. Grab onto it with your fingers or some kitchen tweezers, then pull it out with one gentle tug. That said, it's easiest to make Cajun shrimp pasta with medium uncooked shrimp that have already been peeled and deveined. Buying prepared shrimp makes your job a snap because all you have to do is defrost it!