Sweet, tender shrimp are naturally lean, which makes them ideal for low-fat cooking. They also can be exceptionally convenient if you buy them by the bag ― shelled, deveined, and individually frozen so each shrimp is separate. Just pour the shrimp from the container right into flavorful sauces to make quick, elegant main dishes. Seal remaining shrimp in the bag and return to the freezer. Shrimp come in many sizes; those that are 38 to 50 per pound work best in these one-pan entrées. More shrimp per pound means they are smaller and will cook a little faster.