In any case, we first had the four smaller ones as sashimi and also made deep fried shrimp heads. I trimmed the antennae and blotted the excess moisture (using paper towels) and fried in 350-370F peanuts oil for 6-7 minutes. After draining the oil, while they were still hot, I salted them. Since I had hot oil, I also cooked some royal trumpet mushrooms (very similar to eryngii which are popular in Japan) tempura. I tore one mushroom into 4 pieces from the bottom of the stem. Tempura batter was made of cake flour with the addition of potato starch and cold water (4:1 ratio of the flour and potato starch. I added cold water until the desired loose "batter" consistency was reached).
The shrimp heads had a very nice crunchy shell and lots of sweet meat that almost tasted like small lobster. A word of caution; bite down the shell perpendicular to your teeth lest you incur injury from the sharp shell or leg impailing your pallet or gums. For sashimi, beside sweet shrimp, we had maguro (ko-toro 小トロ bordering on chu-toro 中トロ) and uni 雲丹 sea urchin. Nothing but sake works for us for this type of food.