THERE IN THE CASE AT MCCALL’S, WHERE I BUY MY FISH, WERE THESE SUSHI-GRADE, BLUE NEW CALEDONIAN SHRIMP. KNOWING MY WIFE WOULD NEVER EAT THE HEADS, EVEN FRIED TEMPURA-STYLE, I DECIDED TO TURN THEM INTO STOCK. THE HEADS ARE PACKED WITH FLAVOR. SO I SAUTEED THEM BRIEFLY ALONG WITH THE SHELLS, POACHED THEM IN WATER WITH LEEKS, FENNEL AND UNPEELED GARLIC. PUREED IN A FOOD PROCESSOR, PRESSED THROUGH A SIEVE AND REDUCED SOME MORE, THOSE HEADS PRODUCED THE MOST FLAVORFUL SHRIMP STOCK I’VE EVER TASTED. TO MAKE A VELOUTÉ, YOU COMBINE BUTTER AND FLOUR WITH STOCK. THIS MUCH OF THE RECIPE CAN BE MADE AHEAD OF TIME. THE SHRIMP THEMSELVES ARE SAUTEED SEPARATELY IN BUTTER AND FOLDED INTO THE SAUCE. IT IS A LUXURIOUS, COMPLEX AND DEEPLY-SATISFYING DISH.
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