You can use either fresh or frozen shrimp. If frozen, fast thaw the shrimp by placing the fish in a bowl and submerge in water. I let them sit for about 10 to 15 minutes during which I refresh the water one more time and loosen up the shrimp gently. Then run cold water through the shrimp, move the shrimp around with your hands and allow the last remaining pieces of ice to thaw.