Well I saw this video of someone eating Thai Dancing Shrimps and it is quite obvious that they are still alive, so I decided to google it, now every site I found said to Barbeque the shrimps first, Looking at the video I don't think these even got to see the BBQ, so far I have worked out that they pull the shell and legs off of the live shrimps, and then they chuck lime juice and chili all over them to make them dance, seems a bit cruel to me.