I feed cut up shrimp with the shell on and I haven't run into any problems whatsoever. Using common sense we all know that fish in the wild don't get peeled shrimp and they do just fine. I would definitely peel the shrimp if I am feeding young fish with full grown market shrimp. In the wild they eat the shrimp head, shell, and tail whole and they do fine but still I refrain from using the heads and tails though as they have sharp points on the head and tail that could possibly cause discomfort and digestive problems. I wonder if anybody else likes to leave the shell on for the extra nutrients? It is rich in chitin, protein, choline, lecithin, cholesterol, astaxanthin, astaxanthin, phosphorus, and calcium. Of course I only feed cut up, shell on shrimp to my large carnivorous fishes... any others I choose to give a snack of shrimp I choose to peel them. If you wanna be safe though, just peel them as I hear there is a small chance that the shells can cause digestive problems. Especially in fish other than large predators.