Grilling shrimp is a very quick process and the short answer to the question, how long does it take to grill shrimp, is not very long. When you grill shrimp, you want to have them deveined but the shell still on the shrimp. We’ll get into detail about deveining the shrimp as we build the website. The easiest way is to ask the attendant to have the shrimp deveined and not to remove the shell when you buy them.