Prepare the broth with the heads and the carapaces: in an heavy-bottomed pot, heat a little oil with a clove of garlic.
Add some shrimp heads and carapaces and let them toast for a few minutes, crushing the heads with a wooden spoon.
Cover with water and add the celery stalk, the sprig of parsley, half an onion and a few peppercorns. Let simmer for about 40 minutes. Filter and adjust the salt, continuing to simmer.
Clean and wash the onion and the fennel, keeping the beard of some fennels to garnish the dishes. Chop them finely and transfer them to a casserole with a little olive oil. Let it dry for about 10 minutes, adding a little water if necessary.
Add the rice, let it toast for a few minutes and blend with the white wine stirring all the time.
When it has evaporated completely, add a ladle of broth; continue stirring until the broth is absorbed and, only then, add another ladle. Continue with this method for about 15 minutes.
Halfway through cooking, add the shrimps and continue stirring, adding the broth when required.
When the rice is ready, add a little white pepper and let it rest for a few minutes before serving. Garnish with a little fennel beard.