For years I have tied my shrimp baits on a toothpick to protect them from the rock deamons.
Last week I saw a new method that works great.
Take a square of spawn sack,fold it in half and tie the end shut with invisable thread. Lay a cooked srimp in the bag fold the sides up and wrap with thread. Apply your hook and stick the front end of the shrimp in your bait loop.
It looks good is well protected and catches steelhead.