Preheat grill, or if using oven preheat to 375 degrees.
Using heavy-duty aluminum foil make a pan by using two layers of foil and rolling up all four edges to make a pan for the shrimp to go on the grill.
Lay the slices from one lemon on the bottom of the aluminum foil pan. Now spread the shrimp evenly over the lemon slices. Lay the slices from the second lemon over top of the shrimp. Cut stick of butter in to twelve pieces place the pieces of butter evenly over top of the shrimp and lemons. Sprinkle with salt and pepper to your liking.
Place aluminum foil pan on the grill, make sure heat is around 400 degrees if your grill has a temperature gauge. Cook shrimp on grill for approximately 10 minutes or until juices are bubbly and all the shrimp are pink.
Notes
You can also make this in your oven and pretend you are at the beach ;) by doing the same thing on a baking sheet in a 375 degree oven. This way it can be summer all year round!!Enjoy!