1 Add the shrimp to the boiling water. 2  Cook for 1 to 3 minutes or until the shrimp are pink and opaque. 3  Drain and rinse shrimp in a colander under cold running water.ow to Grill Shrimp. 1  To direct-grill shrimp, thread them onto skewers to make kabobs. 2  Over medium coals, grill extra-large shrimp (20 per pound) for 6 to 8 minutes or jumbo shrimp (12 to 15 per pound) for 10 to 12 minutes, or until opaque. 3  Check for a pink color on the outside.