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1
Peel shrimp and place shells in a medium saucepan; (if desired) devein cleaned shrimp, cover, and refrigerate.
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2
Add water to shrimp shells and bring to a boil over high heat.
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3
Reduce heat to medium low and simmer gently for 30 minutes; strain through a fine mesh sieve, discarding shells, and reserve stock.
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4
Heat oil in a large, shallow, heavy pot or Dutch oven over high heat.
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5
Stir in okra and tasso, and season well with salt and freshly ground black pepper.
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6
Cook, stirring occasionally, until okra is tender and begining to brown, about 5 minutes.
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7
Stir in onions, garlic, tomatoes, and bay leaf, scraping up any browned bits that have adhered to the bottom of the pan.
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8
Reduce heat to medium high, and cook, stirring occasionally, until vegetables are very tender and breaking up, about 30 minutes.
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9
Add cayenne and reserved shrimp stock (4 cups), and bring mixture to a boil.
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10
Reduce heat to medium, and simmer 30 to 45 minutes.
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11
Stir in reserved shrimp; cook until shrimp are opaque and no longer raw in the center, about 10 minutes.
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12
Taste to check the seasoning, and add salt and freshly ground pepper if necessary.
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13
Serve over cooked white rice, and pass hot sauce such as on the side.
