If the shrimp are frozen, which is very likely, put them in a colander and run cold water over them until they are thawed. This should only take a few minutes.
Peel the shrimp and remove the vein that runs under the surface of the skin on the back of the shrimp. If you did not grow up doing this or do not have experience with this, you can probably find some videos online to make this a much easier learning experience.
I cut about ¼ inch into the back of the shrimp with a small knife. You can use the tip of the blade to remove the vein.
If you buy them locally and they are already shelled and/or deveined then you can save yourself some work, however, the best shrimp, in my opinion, are from the Texas gulf and are fresh and still in the shell.
It is important to get the seasoning and/or marinade onto the shrimp several hours before you plan to cook them. There is nothing better than my original rub (Purchase formula here | Purchase bottled rub) on these shrimp so that is obviously what I highly recommend.
Place the shrimp into a disposable aluminum pan.
Sprinkle the top with my original rub (Purchase formula here | Purchase bottled rub).
Toss the shrimp or you can just manually turn each one over to ensure a more even coverage.
Sprinkle my original rub (Purchase formula here | Purchase bottled rub) on the shrimp again making sure all of them are well coated.
Chop the poblanos, jalapeños or whatever pepper you choose to use depending on how spicy you want it to be. My favorite is jalapeño but if you have tender mouths eating, poblanos are a milder option.
Add the chopped peppers to the top of the shrimp.
Note: You can also use about 2 TBS of red pepper flakes if you prefer.
Chop ¼ cup of parsley and add half of it to the top of the shrimp.
Cut the lemon and orange in half and squeeze the juice from the halves onto the shrimp.
Give the shrimp a good toss and place the shrimp in the fridge for about 2 hours to marinate.
I never said this recipe was healthy and butter is a very important ingredient in this recipe. I have not tried using artificial butters so if you need to do that, proceed cautiously.
One thing to remember is that most of the butter stays in the pan in the end, not on the shrimp.
I used 2 sticks (½ pound) initially and realized that it needed another stick (¼ pound) to cover properly. If you don't use sausage in yours, 2 sticks may be plenty.
Melt the butter in a pan on the stove or in the microwave to make it easier.
Pour the melted butter over the shrimp, add another sprinkling of my original rub (Purchase formula here | Purchase bottled rub) and it's ready for the smoker.
Setup your smoker for cooking at about 220°F using indirect heat.
If your smoker has a water pan, fill it with hot water. For the Smokin-it 2D electric smoker, I placed a small rectangular pan of water on the floor of the smoker right next to the wood box and only 1 chunk of hickory wood.
These shrimp will only take about an hour if you keep the heat really low so no need to overdo the smoke.
Once the smoker is ready, place the pan of shrimp in the smoker and close the door/lid.
In the Smokin-it 2D, I used a pan that was quite a bit smaller than the grate so the heat could easily flow around the pan. I also placed the pan in the upper third of the smoker so the heat would be further away from the bottom of the pan.
Check the smoked shrimp at about 35-40 minutes into the cooking session so as to not overcook them.
When the flesh is slightly opaque (no longer transparent) and the tail has turned pink, they are done. When you bite into it, it should be crisp, not rubbery.
Garnish with the remaining chopped parsley just before serving.
Serve immediately as an appetizer with the barbecue cocktail sauce (below) or with a side or two if you want to make it an entree.
Mix until well blended.
Notes: I really like horseradish, if you don't like it as much as I do, you might want to start with 1 TBS, taste it, then add more to taste.