We do them in a skillet with butter and cheasapeake bay seasoning.
https://www.thespicehouse.com/products/chesapeake-bay-seafood-seasoning

They dont need much. This seasoning does a better job than oldbay on shrimp. A plate full of shrimp and a baked tater is hard to beat. I like to pour the shrmip seasoning and butter over a soft skinned tater and eat the whole thing. We usaully just microwave a tater. I hate tough skin on them