Combine fresh thyme, lemon juice, olive oil and freshly ground black pepper in glass dish or resealable plastic food-storage bag. Add shrimp; toss to coat shrimp evenly. Cover dish, or reseal plastic bag; refrigerate for 1 to 2 hours to marinate shrimp.
Heat broiler or grill. Coat a broiler pan or grill with nonstick cooking spray.
Broil or grill shrimp about 4 inches from heat for 4 minutes or until cooked through, turning shrimp over once halfway through the cooking. If the shrimp are not very large, you may need to use a grill basket to prevent them from falling through grill rack.
Garnish shrimp with lemon wedges and serve with Green Rice.