If the jumbo prawn 'shell' is thin (as found on a relatively newly molted jumbo prawn), one of the best ways to grill jumbo prawns on the barbeque (barbie) is to grill them with the shell on - and the eat the grilled jumbo prawns with the shells and all.
This gives you a goodly amount of calcium and really improves your grilled jumbo prawn recipe with the added texture of the crunchy shell.