I agree with the PP. Buy uncooked frozen shrimp. I get mine at the WF, peeled and deveined. Usually, I soak them in hot water, changing it frequently, until they are defrosted. I don't spend more than 30 min on this. I'm in the kitchen at the time and don't leave them out defrosting. Then I marinate and grill.
I'm no superman in the kitchen, but this system has worked for me.