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What would happen if you tried to smoke shrimp?

You can certainly do it. You'd have to be careful and think it through. Two problems with smoking shrimp:

• Shrimp is a delicate flavor that could easily be overwhelmed trying to smoke it. 
• Because shrimp cooks very quickly, a low indirect heat method will not give you any browning or color. So depending on how you do it, it might not be all that appetizing to look at. 

If I did it, I'd probably consider doing it shell-on with the goal to make it sort of a peel & eat shrimp. Cooking in the shell is generally good for flavor, and the shell will also protect the shrimp from taking on too much smoke IMHO. I'd probably also marinade prior to cooking to add to probably both color and flavor. 

Looking at the googles, there are a lot of hits for "smoked shrimp recipes", so it's definitely something that is done. 

I don't see any reason to smoke shrimp.  Either fry it, boil it and eat it or throw it in a cajun dish. 

blasphemy!

where's the beef?!?

Texas is landlocked!

From Iowa

I don't see any reason to smoke shrimp.  Either fry it, boil it and eat it or throw it in a cajun dish. 

If you have the grill going, why not? Throw a handful of wood chips in there for a smoky blast.

And I’m kinda sure LH320 works for a BBQ company ! 

Im retired now but was a CFO of one for 15 years here in Houston