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How to clean shrimp

To clean the shrimp, first rinse them under running water. Then place them on a cutting board and remove the head (1-2). Still using your hands, remove the legs (3) and the shell (4), which is the ...
You've picked up shrimp from your local market to make sweet and spicy grilled shrimp for tonight's dinner. Before you start seasoning the raw shellfish to cook, is it necessary to clean the critters?