Easy grilled shrimp recipe ready in 10 minutes or less! Plump jumbo shrimp are quickly cooked on a hot grill before being tossed with lemon-garlic sauce and Parmesan cheese. The bigger the shrimp, the better for this recipe. I used jumbo shrimp, which are easy to handle and flip on the grill. They also don't dry out as quickly as smaller shrimp.