These are great baked or grilled. I will often freeze them in the marinade around the holidays when shrimp is so reasonable. That way, when I'm asked to bring something to a gathering, all I have to do is pull them out of the freezer and I'm good to go! These are also good on a Caesar Salad, or with the marinade reduced and put over pasta. They are good hot, room temp, or cold. It is one of those recipe's I'm asked for every time.
Set shrimp in a gallon sized freezer bag. Mix remaining ingredients in a bowl. Pour this mixture into the bag with the shrimp and seal. Marinate for an hour. (You can marinate this for up to 24 hours. The amount of lemon juice in here does not cook the shrimp.) If you want to freeze these for later use, place in freezer at this time. Thaw in fridge when you want to use them.
If you are baking - Put all the shrimp, along with the marinade in a 9x13, glass baking dish. Bake at 450 - 10 mins - till cooked.
For grilling, remove shrimp from the marinade and grill on or off skewers, or in a seafood or vegetable basket. I suggest grilling at a medium heat - Rule of thumb- (you can hold your hand over heat for about 4 seconds) Shrimp are done when the outside has completely changed color. Don't overcook! I also baste the shrimp if I grill it, with the remaining marinade.