Confirm the frozen shrimp are raw, peeled and deveined. Preheat the air fryer to 400°F if recommended.
Place frozen shrimp in the basket and cook unseasoned for 3 minutes.
Separate the pieces gently. Move them to a clean bowl and drain meltwater from the basket safely.
Toss the partly thawed shrimp with oil, garlic, paprika, salt and pepper.
Return to the basket in one layer and cook at 400°F for 4 minutes.
Turn or shake, then cook 1 to 3 minutes more, until the thickest pieces reach 145°F and are opaque and pearly.
Transfer to a clean bowl, toss with lemon juice and serve immediately.