Preparing Shrimp

1. Cut through shell along the back of each shrimp using kitchen shears. Devein shrimp but leave the shells on.

For The Marinade

1. In a small bowl, whisk together lemon juice, olive oil, garlic, rosemary, thyme, salt, and pepper until combined.
2. Pour the lemon mixture into a large resealable plastic bag. Add shrimp to the bag; seal bag, and turn to coat shrimp completely. Add to the refrigerator for about an hour, turning occasionally.

Cooking The Shrimp

1. Heat grill or grill pan to high and add the oil. Remove shrimp from marinade, wiping off excess. Grill until shrimp are opaque throughout, 2 to 3 minutes per side.