I thought that devening shrimp was a must until I had the best meal of my life in Paris. We got unbelievable, whole shrimp, head and shells on. I had a hell of a time figuring out how to eat them delicately, especially since we were the only apparent English-speakers in the relatively fancy restaurant. Turns out it's like BBQ, just dig in and wipe your hands later.
But the shrimp had the veins in. I guess I had assumed the shells would be split up the back and cleaned, but no. Didn't get any grit in the process, but it was a first for me.
So do you always clean your shrimp?? Do guests get icked out???