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1
Cook shrimp shells in 1 tablespoon butter in a 4-quart pot over moderately high heat, stirring frequently, until golden.
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2
Add Pernod and boil, stirring frequently, until most of liquid is evaporated.
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3
Add water and bay leaf and simmer, uncovered, 20 minutes.
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4
Pour shrimp stock through a fine sieve into a bowl, pressing on shells and then discarding them.
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5
While stock is simmering, cook shrimp with salt to taste in 1 tablespoon butter in a 6-quart heavy pot over moderate heat, stirring frequently, until just cooked through, 3 to 4 minutes.
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6
Transfer with a slotted spoon to a bowl.
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7
Add remaining 2 tablespoons butter to pot, then cook carrots, celery, and onion over moderate heat, stirring, until softened.
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8
Stir in rice, tomato paste, cayenne, salt, and shrimp stock and simmer, covered, until rice is tender, about 20 minutes.
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9
Set aside 12 shrimp and stir remainder into bisque.
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10
Puree bisque in batches in a blender (use caution when blending hot liquids), then pour through fine sieve into another pot.
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11
Stir in cream and cook over low heat until heated through (do not boil).
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12
Stir in lemon juice and salt to taste.
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13
Cut reserved shrimp into 1/4-inch dice, then use as part of garnish for bisque.