You don’t need a special grill basket or rack to grill shrimp, but it is easier if you grill them on skewers, so that’s what I’m recommending here. If you have wooden skewers, make sure you’ve soaked them in water at least one hour and preferably 3. If you love this recipe you might want to invest in some good metal ones.
Cut each shrimp in half lengthwise, starting at the underside and making a shallow cut (don’t cut all the way through) to the top shell.
Unfold the shrimp (open them like a book) and de-vein them, then rinse them under cold running water.
Pat the shrimp dry with paper towels or a clean kitchen towel.
Transfer the shrimp to an aluminum baking pan, drizzle them with the olive oil and lemon juice, and season them with salt and pepper.
Cover with plastic wrap and marinate in the refrigerator for 30 minutes, flipping them over at the 15-minute mark.
Preheat your grill to high heat.
When you’re ready to cook, remove the shrimp from the refrigerator and thread them onto skewers.
Because these are jumbo, you may need to use 2 skewers per shrimp: To do that, lay each shrimp flat and pin open crosswise with 2 skewers, one each, top and bottom.
Arrange the shrimp cut side down on the grill, turning with tongs, until browned on the outside and firm and pink inside, about 2 minutes per side.
Remove the skewers from the grill, transfer the shrimp onto plates or a platter, and serve immediately