Mix rub ingredients in bowl. Toss shrimp with olive oil and rub the mix outside the shrimp.
Preheat smoker to 225°F and line the racks with aluminum foil. Smoke shrimp for 30-40 minutes or until they turn pink.
Notes
Use wild shrimp when possible. It is healthier for you and just tastes better. Frozen shrimp works fine too but just make sure they're thawed before cooking.
Use a mild wood for a subtle smoke flavor like alder, apple or cherry.
Add some aluminum foil to the rack so the shrimp don't fall through the spaces.
For some brightness, squeeze some fresh lemon juice over top when the shrimp are done.