For the Shrimp Stock (see note):
900g shell-on shrimp
2 teaspoons kosher salt
1/2 teaspoon baking soda
3 tablespoons (45 ml) vegetable oil
1 medium yellow onion, diced
2 large ribs celery, diced
4 medium cloves garlic, smashed
2 tablespoons (30 ml) tomato paste
1 bay leaf
A few sprigs flat-leaf parsley
4 sprigs thyme
For the Étouffée:
1/2 cup (115 g) unsalted butter
1/2 cup (65 g) all-purpose flour
1 medium yellow onion
2 large ribs celery, diced
1 large green bell pepper, stemmed, seeded, and diced
4 medium cloves garlic, coarsely chopped
3 scallions, white and light-green parts only, thinly sliced, plus more for garnish
1/2 teaspoon dried oregano
1/2 teaspoon dried thyme
1/4 teaspoon garlic powder
1/4 teaspoon onion powder
1/4 teaspoon cayenne pepper
1/8 teaspoon hot paprika (optional)
3 cups (700 ml) shrimp stock, plus more as needed
2 bay leaves
Kosher salt and freshly ground black pepper
Warm long-grain rice, for serving
For the Shrimp Stock: Peel and devein shrimp, reserving the shrimp shells; if using head-on shrimp, twist off the heads and reserve with the shells. In a medium bowl, combine peeled shrimp with 2 teaspoons salt and 1/2 teaspoon baking soda and stir well. Refrigerate shrimp until it's time to add them to the étouffée.
In a heavy-bottomed stockpot or Dutch oven, heat oil over high heat until shimmering. Add shrimp shells and heads (if using) and cook, stirring constantly and scraping up any browned bits as they form on the bottom of the pot, until it becomes difficult to remove the browned bits and it seems like they could start to burn, about 4 minutes; lower heat at any point if necessary to avoid burning.
Add onion, celery, and garlic and continue to cook, stirring and scraping, until softened. Add tomato paste and stir well until incorporated. Add 15 dl water.
Add bay leaf, parsley, and thyme and bring to a gentle simmer, then cook for 45 minutes. Strain stock; do not skim the oil from the surface of the stock, as the oil contains a lot of the shrimp flavor and won't be a problem for the étouffée.
For the Étouffée: In a Dutch oven, melt butter over medium-high heat until foaming. Add flour and stir to form a smooth paste. Cook, stirring and scraping the bottom very frequently, until roux turns the color of your choice: blond, peanut butter–colored, or chocolaty brown. The color of the roux will change the flavor of the étouffée, from mild and light with a sweet shrimp flavor for a blond roux, to dark, slightly bitter, and complex for a darker brown one.
Add onion, celery, and bell pepper, then lower heat to medium and cook, stirring, until vegetables are coated in the floury paste and have softened slightly, about 4 minutes. Stir in garlic and scallion and cook for 1 minute.
Stir in dried oregano, dried thyme, garlic powder, onion powder, cayenne, and hot paprika, if using.
Add the shrimp stock in ladlefuls, stirring well to incorporate between additions. At first the stock will form a thick, gluey paste with the flour, but it will eventually thicken into a thick sauce. Bring to a simmer, then lower heat to maintain a bare simmer.
Add bay leaves, season with salt and pepper, then cover and simmer, occasionally stirring and scraping the bottom to prevent scorching, until vegetables are very soft, about 30 minutes.
Stir in shrimp and cook until they have just turned pink and are cooked through; the amount of time this takes will depend on the size of the shrimp. At this point, if the étouffée is too thick for your taste, add more stock as needed to thin it to your desired consistency.
Season étouffée with salt and pepper. Spoon into bowls or onto plates with warm rice. Garnish with thinly sliced scallions and serve.
If you don't want to make the shrimp stock or don't have the time, you can substitute chicken stock.