I absolutely love steamed shrimp. The only problem is that it stinks up the house so bad. I like to steam the shrimp in a boiling bath of apple cider vinegar and crab seasoning so when it gets to a roaring boil it becomes quite aromatic, to say the least. To solve the odor problem I've been doing this on the side burner of my gas grill. Problem solved and now I can have shrimp much more often and keep Mrs. Grilling24x7 happy.
Here's how I have been steaming shrimp on the grill:
Start with a good crab seasoning. There are a lot of options available in the stores but I like going to a local crab place and buying their "house seasoning."
Mix together the apple cider vinegar, water, and crab seasoning and get it to a roaring boil. It helps to cover the pot to help it boil faster.
Once it comes to a roaring boil, dump the shrimp in and let it cook for 3-4 minutes.
Oh yes! Dump some extra crab seasoning all over the steamed shrimp to give it some more pop.
Don't forget to melt some butter and dip those steamed shrimp!
If you want to try to grill the shrimp directly on the grill try this recipe. It's very good as well.