I bought a pound or so of head-on shrimp at an Asian grocer--fresh, apparently (they bring them in once a week on Fridays from Chicago). I've never worked with these before, and am torn about what to do this first time. And I gather that they should be cooked pronto.
I've seen recommendations for various fried approaches (deep-fried with a coating of flour; pan-fried after application of various spicy marinades, etc.). Those sound great, but I'm a bit reluctant to smell up the house today.
I've also heard that the heads are great for soups and stocks. Here's my uncertainty: I'm thinking that if I wanted to make a soup, I should separate the heads, so as not to overcook the body meat. Is that the usual procedure?
Separate the heads? Yes, I think so. The restaurant I used to work in used just the heads and shells to make the stock for their Tom Yum soup. The meat would have been ruined if it had been added to the mix.
I think it really depends how you want to eat your shrimps. I have seen the shrimp heads served with the heads. I have seen that for boiled shrimp. The idea is that you just eat the shrimps after they are boiled/steamed, and you just peel the shrimps one by one with bare hands and consume them. For me, I like to remove the heads as well as the shell for most things including soup, but that is just me. For stocks, however, I can see some reasons for leaving the heads on.
The fresher the foods are, the more reasons they should be prepared with minimal seasoning/spice. So if these are very fresh shrimps, you may want to consider just boil them and serve them with a touch of seasoning like garlic or ginger or black pepper -- much like preparing a lobster. This should preserve their original tastes.
I buy only Head-On shrimp. ~~~ I "boil" peel and eat with head on for flavor. ~~ Head-On is a Must for BBQ shrimp ~~ Other than that.. the heads go in the stock pot.....I've fried the small ones head on, but not wild about them....
A serving of giant whole grilled prawns hanging over both sides of a plate is a beautiful thing - I'm thinking Veracruz, MX, and Isla Margarita, Venezuela.