Rinse the Shrimp: Add shrimp to a colander and rinse them under cold running water. 2. Remove the Head: Grasp the heads and twist them off, discarding the heads. 3. Peel the Shell: Start at the head and peel away the shell, working toward the tail, but you can leave the tail intact if you prefer. To make this easier, use kitchen shears to cut along the back of the shrimp to split the shell open. 4. Remove the Legs: The legs should easily come off in one motion with the shell. 5. Devein the Shrimp: Use a small, paring knife to make a shallow slit along the back of the shrimp. Using the tip of the knife, lift out the dark vein and discard it. 6. Rinse and Marinate: Rinse the shrimp until cold water and pat them dry with a paper towel to remove excess water. Then, then transfer the shrimp to a mixing bowl with the the marinade.