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This is a recipe I found in "Southern Living magazine special BBQ edition" using a "Cameroun stovetop smoker", but I don't see why they could not be smoked in other type smokers.
I use "Easy peel tiger shrimp" but I do not peel them until they are ready to eat. Then, I marinate them in light olive oil for one hour or so with spices - sea salt a bit of Cayenne pepper flakes and sometimes I use either Emeril Lagasse's spices or "Old Bay seasoning.
I use either hickory or alder chips dust (easy on the smoke) and all it takes is about 10 minutes of smoking.
Sometimes I put a small amount of white wine in the drip tray, but at the house we prefer smoking the shrimp with no liquid in the drip tray.
The original recipe calls for 3 pounds of shrimp tossed in 3 tablespoons of olive oil with 1/2 teaspoon salt and 1/4 teaspoon freshly gound pepper but we like a little more spice, and we have never smoke more than can be placed on the grate in a single layer (about 24 large shrimp). They are delicious and disappear in a hurry...
Yep,we do.

Smokin' may decide to move this over to forum recipes,but here it is where you asked for it.

They usually lend themseves to a quick grillin',so you can watch to see them just turn pink and get them off the heat-before they turn to rubber.

Size will be a big factor and I suggest you cook about 1/2 doz. at a time,until you pick a timing that works.

We like green[meaning raw] shrimp.

Sometimes we use the 8-12/lb. prawns that Alberton's sells,shell on and split down the back.Slightly loosen shells.

Sometimes we buy the 21-25 lb. local shrimp and remove all shell,except the tail segment.

Rinse well and cover with a mix of

    2-3TBSP butter
  • 1 TBSP garlic
  • 1 TBSP Cajun seasoning
  • 1/2 cup good sherry/sauterne/or even good dark beer
  • 1/4 cup fresh lemon juice

Coat well and let set in refrigerator ,until cooker starts to smoke .

I usually do at 225� and a little mesquite.

Place in single layer on a shallow pan and smoke at least 20 mins.

Next batch add 10 mins.

3rd batch,add another 10 mins,etc.

We mop up the soppin's with some fresh french bread and chase with a cold Abita beer.

After you do about 3 or four batches,you'll find the cook time and amount of smoke that suits you.

Hope this helps a little.

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