Shrimp cook very quickly, turning from a dull gray to a bright pink in just a couple of minutes, so it's important to keep a close eye on them. You can cook them longer over a low heat, but I prefer to sear them quickly over higher heat. The result is a juicy, succulent shrimp with a great texture. Pro Tip: If the tails start to curl, get them off the heat because they're about to overcook, and no one likes overcooked shrimp.