Baked Shrimp in an Oven Bag?

ive done something similar using aluminum foil to make individual packets. Wasn't bad at all.

Shrimp Boil Foil Packets:

Ingredients
1 1/2 pounds large shrimp
1 (12.8-ounce) package smoked sausage, sliced
2 ears corn, cut into 4 pieces
1 pound baby red potatoes, halved
2 tablespoons olive oil
4 teaspoons Old Bay seasoning
Kosher salt and freshly ground black pepper, to taste

Directions
Preheat a gas or charcoal grill over high heat.

Cut four sheets of foil, about 12-inches long. Divide shrimp, sausage, corn and potatoes into 4 equal portions and add to the center of each foil in a single layer.

Fold up all 4 sides of each foil packet. Add olive oil, seasoning, salt and pepper, to taste; gently toss to combine. Fold the sides of the foil over the shrimp, covering completely and sealing the packets closed.

Place foil packets on the grill and cook until just cooked through, about 12-15 minutes.*

Seems to be working now. It was sending me to some recipe for glazed ham.