Heads Left On

Very difficult to find shrimp with heads left on. Last week ran into them in the Hong Kong market on Congress St. in Portland. Essential for Salt & Pepper shrimp recipe. Yes, you eats the heads. No different from crawdads in Louisiana where you suck the heads and pinch the tails. Thanh Thanh II, a Vietnamese restaurant in Portland, originally had Salt & Pepper shrimp on their menu with heads left on but switched over to headless shrimp when customers complained about the heads.See video below for preparation of Salt & Pepper shrimp by Ming Tsai.
  http://videos.howstuffworks.com/ming-east-west/4677-salt-and-pepper-shrimp-video.htm