For the paste: In a blender or food processor, puree first 9 ingredients and then slowly add the lemon juice and 1/4 cup oil.
For stock: Heat a heavy bottomed pot, when smoking add shrimp shells and cook, stirring for 6 to 8 minutes or until shells are toasted. Add wine and reduce by half. Add onion, tomato, and water bring just to a boil and then reduce to a simmer. Simmer slowly for 45 minutes and strain.
Cooking shrimp: Heat 1 tablespoon oil in a skillet. Mix 2 tablespoons achiote paste into hot oil. Add 1/2 of shrimp to hot pan and stir to coat evenly with the paste. Add 1/2 cup shrimp stock and cook for 5 minutes or until the shrimp are no longer translucent. Set aside in a bowl. Repeat process for other half.
Assembly: Place the mache and frisee divided among 6 plates. In a medium size bowl, toss the shrimp with the orange sections, and scallions. Divide shrimp among plates. Top with scallions and toasted almonds. Shrimp can be served hot or cold.
Recipe courtesy of Patricia Williams