If I prepare a dish where the shrimp or prawns are de-shelled, I save the heads and shells and store them in the freezer. When I have enough - at least 250 grams (9 oz) - I make a batch of shrimp (or prawn) oil.
Preheat the oven to 180 degrees Celsius (350 degrees Fahrenheit). Lightly oil a baking dish, then spread the shrimp shells and heads over the dish.
Bake for about 15 minutes, or until the shells and heads turn pink, stirring occasionally.
Put the shells and heads in a saucepan and add oil so they are almost covered.
Place the pan over a medium flame and heat until the oil starts to bubble around the edges. Lower the heat and cook at a very low sizzle for about 30 minutes, stirring often.
Place the pan over a medium flame and heat until the oil starts to bubble around the edges. Lower the heat and cook at a very low sizzle for about 30 minutes, stirring often.