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I've grilled them over gas & charcoal grills. Just split them in half & grill till they are done, add butter & serve. I would think any kind of wood people use to cook over or smoke with would be ok. (Alder maybe?)...We do salmon, steelhead, oysters, clams & shrimp over or around Alder. Maybe Cedar plank 'em?
Same here, but alittle more goodies. Course these are just Florida bugs. Split tail and make up a mixture of butter, garlic and white wine. Ladle that into the split. Grill tail down for around 10 to 15 minutes, then flip over for 5. Don't over do them. I ate 4 in one sitting one time this way.
They really are not on enough for smoke to take effect unless you can keep them very indirect.
I did some last night over cherry and hickory on skewers with sirloin
cut them in half and used butter and garlic
they took about 8 minutes and were fabulous
I got caught up in the excitement of suprising the Wife with them and forgot to take Q after they where done but here's a shot of them ready to go on the grill along with the asperagus spears.