Argentinian Red Shrimp cook very quickly. They can be boiled, sautéed, or grilled as you would any other shrimp, just cook them for about half the time, until just opaque. To boil them, place frozen shrimp in a pot of boiling water, seasoned with bay leaf, salt, peppercorns, celery, or onion if you like. Simmer for approximately 2-4 minutes. If serving cold, ice them immediately after boiling to stop the cooking. Thaw, peel and devein the shrimp before sautéing or grilling, leaving the heads intact for a more dramatic presentation.