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1
In a large pot over high heat, cook shrimp shells in 1 tablespoon butter and 1/4 teaspoon salt, stirring frequently, until lightly browned in spots, about 3 minutes.
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2
Add wine and brandy and boil until most of the liquid is evaporated.
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3
Add 6 cups water, thyme and bay leaf and simmer, uncovered, for 15 minutes.
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4
Strain shrimp stock into a bowl, pressing on shells before discarding them.
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5
In same pot, melt 2 tablespoons butter with 1/4 teaspoon salt.
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6
Add shrimp and saute until they are pink, 2 to 4 minutes depending on size.
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7
Using a slotted spoon, transfer shrimp to a bowl.
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8
Add remaining 3 tablespoons butter to pot along with celery, leeks, garlic and fennel and saute until softened, about 5 minutes.
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9
Stir in the rice, tomato paste, cayenne and remaining salt and saute for 2 minutes.
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10
Add shrimp stock and simmer, covered, until rice is tender, about 20 minutes.
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11
Set aside 4 to 6 nice-looking shrimp and stir remainder into bisque; let cook for 2 minutes.
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12
Working carefully and in batches, pour bisque into a blender and process to a smooth puree or pulse to a chunky mixture, as you like.
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13
(You may use an immersion blender to puree soup.)
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14
Return bisque to pot.
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15
Stir in the lemon juice and additional salt to taste.
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16
Reheat if necessary before serving.
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17
Garnish each bowl with a shrimp and a piece of fennel frond.
