I like to use spicy Italian sausage for these shrimp but mild Italian sausage works as well. Make sure to purchase uncooked sausage. The trick for stuffing the shrimp is to place the sausage on the belly side of the shrimp. As the shrimp cooks it will tighten around the sausage to form a "C" shape. Once cooked the shrimp can be eaten hot, warm, or even at room temperature. However, they are not good refrigerated.
