You can put them in between 2 bowls with their (the bowls) rims against each other to create an oblate spheroid-ish thing, then shake it real hard for a few minutes. It should remove the shell pretty eaily, if loudly.

Edit: Sorry, turns out, that’s garlic cloves. Shrimp peeling is really only easier raw. You can rip the legs off and just give a squeeze and it’ll pop out of the shell. In my experience, once they’re cooked the shell will break up much easier. As someone else said, a stock is your best bet if you really want to avoid peeling. I mean, technically you can eat the shell if you make sure to grind them up completely when you puree them. I’ve never tried anything with the shell still included, so I can’t speak for the taste, but you could try a bisque if you’re dead set on not peeling.