Shrimp must be thawed before breading or battering it, as the cold flesh of the thawed shrimp helps helps to adhere coating to its surface. When shrimp are frozen, both breading and battering simply fall away as soon as you apply it. Thaw frozen shrimp quickly in a bowl under lightly running cold water and bread or batter it directly before frying. You are able, however, to fry pre-breaded packaged shrimp or pre-breaded homemade frozen shrimp from their frozen state. To make your own pre-breaded shrimp, bread fresh shrimp in panko bread crumbs and freeze them on a baking sheet; once frozen, place the breaded shrimp in a freezer-safe bag. Fry breaded shrimp directly from the freezer; extend cooking time slightly to ensure the frozen shrimp develop a well-browned coating.