Looks shocking, but if you can find it, you need to try grilling head-on shrimp.
The flavor is amazing compared to regular shrimp and they tend not to dry-out as much because they're still sealed in the shell. Plus, the liver-bits inside provide that "shrimp" flavor when you pull it apart. Sounds gross, but trust me, it's good.
We bought these (30-40) at Hung Vuong Asian Market down on Washington & 11th for about $5.50 per lb.
Dressed with a simple drizzle of olive oil and a drop of sesame oil, throw them on the grill until pink.
C & E