Cut the raw shrimp through the shells into 3 or 4 pieces.
Slice the onion thin.
Place the shrimp pieces and shrimp shells in a saucepan. Add the onion, bay leaf, peppercorns, and coriander seed to the saucepan along with the wine and water. Squeeze in the lemon and drop it into the pan.
Bring the mixture just under the boil and then lower the heat to maintain a brisk simmer. Cook for 20 minutes, stirring occasionally.
2. Strain the stock:
Place a strainer across the top of a deep bowl. Pour the shrimp shells and stock into the strainer. Use a spoon to press on the solids to extract as much liquid is possible. Discard the solids.
Cool the stock to room temperature and place it in a container.
HOLD: Refrigerate up to 3 days or freeze up to 3 months.
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