Just make sure to cut the tail and spike off (which I'm sure you already knew). I manage to jab myself a few times a week with the shrimp tails, sharp little buggers.
i do feed some shrimp though, i leave the shell on, but always remove the tail. I once was feeding my florida gar shrimp with tail on and when he was swallowing it blood was gusing out of his gills... i would not want to rish that happening with my rays.
I also feed my rays the whole shrimp tail and shell included. They gulp them up with no problem. It does make more of a mess but I also heard its good for them.