I always freeze my shrimp shells until I can make stock.
I throw in the shells with whole cloves of garlic, half a carrot, whole black tellicherry pepper corns, half a lemon, and whatever fresh spices I have on hand.
Add water to about 2/3 of the way up the side of the pan. Bring to a boil, then simmer for about an hour or two. Add more water if too much evaporation occurs.
Strain out the solids and discard. I put them in my compost.
I then freeze or use the stock immediately. It should keep in the fridge for up to a week.
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