Cheesy Shrimp and Grits | This quick and easy shrimp and grits recipe will wow your family as a weeknight meal or impress guests at a dinner party. The vein of the shrimp runs along the back of the shrimp, just below the surface, and is actually the digestive tract. It won't cause you harm to eat, but can taste gritty (and you definitely don't want that), so it's best to remove it. To see how to do so, click here.