Pepper shrimp is most often found as a roadside snack, particularly in the area of St. Anne, Jamaica. Shrimp in the shell is key, as it has so much more flavor, and peeling them is half the fun. Today, some people use red food coloring to give the dish its signature color, but traditionally it was tinted with annatto seeds. It’s also perfectly acceptable for the shrimp to not be red. What’s not acceptable is for them to be anything less than burning hot, hence the name. My sweet spot is two Scotch bonnet peppers, seeds and all, but adjust to your heat tolerance.