Because they can be thawed and cooked quickly, I almost always have a bag of frozen raw, peeled, and deveined shrimp in my freezer for nights when I need a quick and easy dinner. The best way to thaw them is to place them in the refrigerator and let them thaw overnight before you cook them. However, we all know that isn't always possible. To quickly thaw them in about 15 minutes, put them in a colander in the sink and let cold water run over them.