. If you need to, defrost the shrimp. Fill a jar that can be sealed with olive oil, lemon juice, Old Bay seasoning, garlic powder, and sugar. This is the marinade. When the shrimp are no longer frozen, peel them if you need to, and then add them to the sauce. Keep them in the fridge or cooler for one to two hours.
. Get your campfire or grill ready for high-heat cooking while the shrimp is marinating.