Make a Cajun spice blend for the shrimp. Place the salt, garlic powder, paprika, black pepper, onion powder, thyme, oregano, and cayenne in a large bowl and stir to combine.
Preheat the oven and a baking sheet. Arrange a rack about 6 inches under the broiling element and place a rimmed baking sheet on it. Set the broiler to high and let the baking sheet heat for at least 10 minutes.
Rinse the shrimp under cold water to remove ice crystals. Place the frozen shrimp in a colander and rinse under cool running water for about 1 minute — you want to remove any ice crystals and separate any shrimp that are frozen together. Shake the colander to remove as much excess water as possible.
Season the shrimp. Add the shrimp to the spice mixture and toss to combine.
Broil the shrimp on the preheated baking sheet. Carefully take the preheated baking sheet out of the oven. Quickly pour the shrimp onto it. You should immediately hear the shrimp sizzle. Use tongs to arrange any shrimp that are too close or on top of each other so that they sit in a single layer, evenly spaced apart.
Broil for 5 minutes. Return the baking sheet to the rack under the broiler. Broil until the shrimp curve slightly and become opaque, about 5 minutes.