A lot of shrimp recipes have you cook the shells in oil for extra flavor. This one is a personal favorite:

https://www.seriouseats.com/spanish-style-garlic-shrimp-gamb...

Seriously. Get some good shrimp, some garlic, and go to town on some crusty bread. It's one of the recipes I'd still eat even if it took time off my life, it's just so damn good.

My favorite sushi restaurant in San Mateo, CA (sushi sams) would serve a single fried shrimp appetizer with the head still on. It's a crispy tasty delight!

also, the really small shrimp are just cooked and eaten with the shell

Eating shrimp shell-on and fried is fairly common in a lot of countries

at least the small ones are very tasty (& crunchy) eaten this way

Well I’m vegan but that is good to know thanks.