Freeze breaded butterfly shrimp before frying them for the best results. To freeze the shrimp, place them in a single layer on a baking sheet lightly coated with panko breadcrumbs and place them in the freezer. Allow shrimp to freeze completely, then remove from the baking sheet and place in a freezer bag. You can cook the breaded shrimp from a frozen state, like the ones from the grocery store! To cook homemade frozen shrimp, fry them the same way you would on the day you made them.