If you didn't grow up in a coastal town in the South, you might never have eaten pickled shrimp with your Thanksgiving dinner. But since you can use frozen shrimp in this recipe, it might be time to try. Briny and a bit spicy, this pickled shrimp is full of flavor. You can make this dish the day before the feast for a faint pickle taste or leave them in the refrigerator for a week before, which means you'll bring something with huge personality to the table. Either way, this might become a tradition for your family. Good for a week.