Thaw shrimp, if frozen. Peel and devein shrimp, leaving tails intact if desired. Rinse shrimp; pat dry with paper towels.
Preheat oven to 400 degrees F. Place shrimp in a 15x10x1-inch baking pan. Drizzle with oil; sprinkle with pepper and salt. Toss to coat. Roast, uncovered, for 8 to 10 minutes or until shrimp are opaque.