Preheat oven to 450° F. Place frozen shrimp in a single layer on a baking sheet, leaving space between shrimp. Bake uncovered 8 minutes each side, or until coating is golden brown and crunchy. Turn shrimp over after 8 minutes of cooking.
Deep Fry: Place frozen shrimp separately in shortening or oil at 350° F for 2 to 3 minutes or until golden brown. Turn frequently. Drain and Serve.