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Step 1
Pre-heat your pellet grill to 350 degrees Fahrenheit.
Step 2
Place your shrimp into a medium bowl and rinse thoroughly.
Step 3
Put them onto paper towels, and pat dry.
Step 4
Put the shrimp back into the bowl and add all the dry ingredients and the olive oil.
Step 5
Mix by tossing the shrimp in the bowl until they are evenly coated.
Step 6
Place the shrimp directly onto the pre-heated grill surface.
Step 7
Close the lid to the grill and let cook for 10 minutes.
Step 8
Pull the shrimp from the grill and spread them onto a cookie sheet.
Step 9
Chill for one hour before serving with cocktail sauce.