The only shrimp they had was already pink, but the shells are still on it. Can I use this to make shrimp stock or does the shrimp have to be raw?
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You'll get more flavor from raw shrimp but if all you have is cooked and you need that stock, go for it. I would sauté the shrimp first to get some browning for more flavor.
Down here in shrimp country, we often use cooked shrimp for stock. Just simmer the shells with a few aromatics - no longer than 15 minutes, strain and use or freeze.
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Per homemadecornbread's answer, yes, you make shrimp stock from the shells and not the meat itself. Personally I'd give it a little longer than 15 minutes but that's just me. Lobster heads and shells also make a mighty fine stock.
Thanks guys! Followed your instructions and it turned out great.