we always keep bags of large frozen uncooked prawns in the shell in the freezer. I thaw them in a bowl of water, (takes 5 minutes) peel and place on a few folds of paper towel to dry. When cooked quickly in garlic butter you cannot tell they didn't start out as fresh prawns/shrimp.
The shells make a tasty stock base for chowder's and some chefs dry the cooked shells, buzz in a processor and use it as 'shrimp dust'....never tried it but the foodies that eat it say it is good.
Made the same mistake buying the cooked ones and they are as tasteless as you say.