These delicious shrimp are simple to make and make are perfect treat! Follow along with this Asian cooking how to video to learn how to make salt and pepper shrimp. The unique thing about his salt and pepper shrimp recipe is that the shellfish are cooked and eaten with the shell on. The ingredients you need for this recipe are: frozen raw shrimp, cornstarch, ground pepper, and salt. You'll love salt and pepper shrimp.