First make a roux. In a large cast iron dutch oven, heat the oil over medium-low heat. Sprinkle flour over the oil and stir till it is completely blended. Continue cooking, stirring occasionally, over medium low heat, until the flour-oil mixture browns and is dark caramel-colored. (Be careful not to let it burn.)

Stir in the onions, celery, and garlic. Sprinkle in 1/4 teaspoon of salt and a few turns of freshly-ground pepper. Stir well. Cover dutch oven and let vegetables cook in roux until softened.

While vegetables are cooking, put shrimp shells into a saucepan and cover with 2 cups of water and good pinch of salt. (Shrimp shells should be barely covered; add more water if they are not.) Bring water to a boil and then reduce heat so that it simmers. Continue to simmer until shells are bright pink.

Stir in the shrimp and let simmer in the soup till just firm and cooked through, about 3-5 minutes, depending on size. Taste and adjust seasoning to taste. Stir in chopped parsley, and serve in bowls with a large scoop of rice.