Feed it raw without shell. You may need to chop the shrimp into small pieces if your cats is small and for easy to swallow. Don't forget to wash the shrimp first before feeding it to your cats. This is to reduce clouding of water from the shrimp.
Just don't get the fresh stuff. Stick with frozen.
I found that our local fish market uses a "Safe for food" antibacterial spray near the sea food and if overspray gets on the sea food it will kill your fish.