In the event you are starting with shrimp that needs to be peeled and deveined, follow these steps to remove the shells and the vein using a small paring knife:u003cbr/u003eu003cbr/u003e1. Use the tip of the paring knife to score the shrimp along the back. u003cbr/u003e2. Look for the dark vein, which is a long black string running the length of the shrimp.u003cbr/u003e3. Use the tip of the knife to gently lift up the vein and pull it out.