i would sautee the prawns leavings in onions, garlic, some herbs; deglaze with some white wine; add water and then simmer with other seasoning. Then I would puree the whole lot and sieve out the chaff, leaving delicious, seafood infused liquid. In Southern Nigerian cuisine, we puree the heads and shells and use them to thicken a soup in the manner of a chowder.
Just had this the other day at a restaurant ... chef simmered a bucket of prawn heads in butter for a few hours, strained, and used the delish butter to sauté the tails !
Here's a fun article from the San Francisco Chronicle on the ways that various chefs approach making stock (not just fish) http://www.sfgate.com/cgi-bin/article.cgi?f=/c/a/2007/10/30/FD0JSAGEJ.DTL&ao=all
My own tips: Slice your vegetables (onion, celery, fennel, carrot) very thinly. I usually reduce some nice white wine, then add water as my liquid. Unlike cooking chicken or beef stock, fish stock cooks quickly. You will get maximum flavour from shrimp shells in about 20 minutes. Strain your stock promptly. Shrimp stock freezes well, if you are not using it right away. Great for making chowders, stews, and even risotto!
If you feel confident that they are still fresh enough to use, you can go ahead with your stock. Add the shells and heads to a pot, add water to just cover (a bit of clam juice here is good too), and add an onion (peel and all, just slice it in quarters) and if you like some celery. Add any herbs and spices you like and simmer (not boil!) for about an hour. Cover a bowl or container with cheesecloth and strain the stock. Hope this helps, there are many many ways to make stock, you can't go wrong.
Were they cooked on the BBQ or removed while still raw? I would hesitate to use previously cooked shells unless I knew they had been refrigerated immediately after cooking, which is doubtful if the meal was served and people removed them while eating....just to be on the safe side.
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My own tips: Slice your vegetables (onion, celery, fennel, carrot) very thinly. I usually reduce some nice white wine, then add water as my liquid. Unlike cooking chicken or beef stock, fish stock cooks quickly. You will get maximum flavour from shrimp shells in about 20 minutes. Strain your stock promptly. Shrimp stock freezes well, if you are not using it right away. Great for making chowders, stews, and even risotto!