To easily peel and devein the shrimp: Pinch the legs between your thumb and forefinger and pull them down to remove. This should crack the shell making it easy to completely remove. Devein by running a paring knife along the back of the shrimp creating a small slit and exposing the black vein. Lift out the black vein with the knife, then rinse the shrimp under cold running water. Pat dry before adding salt and pepper.