So this question could be answered a ton of ways ...
A pellet cooker can cook some amazing shrimp, but how do you plan to cook them? In a foil pack with some beer, butter, and seasoning? On a skewer? In a pan? Directly on the grates? Etc.
Pellet smoker or pellet grill? I would never smoke shrimp in my FEC. On the other hand, I would have no problem grilling them on a pellet grill, or in my case my Big Joe with a chunk of wood.
So this is from their taco recipe
Pre-heat recteq to 350 ℉.
Rub shrimp with olive oil.
Season shrimp liberally with Durty Gurl rub.
Place shrimp on grill mat and cook for roughly 15 minutes.
You cannot uncook anything but you can throw it back on the grill for a minute or two.I have no advise for the contraption you mention cooking on.My experience is based on charcoal/wood cooking only.