Preheat the broiler. Place the butter in a small bowl and stir in the garlic, shallots, parsley, lemon juice and salt. Cut the shrimp in half lengthwise, leaving them attached at the tail. Spread the shrimp open and arrange them in a shallow, oval flameproof casserole. Top the shrimp with generous dabs of the butter mixture and pour fumet or water into the dish. Broil the shrimp until they are cooked through, about 4 minutes. Arrange the shrimp in a line across 4 plates, so that the tail of each shrimp fits inside the shrimp in front of it. Whisk the liquid in the casserole dish and pour it over the shrimp. Serve immediately.
Remove the gills and eyes from the fish or have your fish store do it. Cut the heads and bones across into 4-inch pieces. Put them in a shallow pan and cover with cold water. Let stand for 1 hour, changing the water twice. Drain. Heat the oil in a large pot over medium heat. Add the onion, fennel, leek, peppercorns, salt, parsley and bay leaf. Turn the heat to medium-low and cook until the vegetables are softened but not browned, about 4 minutes. Add the fish bones and cook, stirring from time to time, until the bones and any flesh around the bones turn from translucent to white, about 12 minutes. Add the wine and water and bring to a boil. Boil for 10 minutes, skimming off the foam as it rises to the top. Remove from the heat and let rest for 10 minutes. Strain the fumet through a fine-mesh sieve, pressing firmly on the solids to extract as much of the flavorful liquid as possible. If you have more than 3 cups of fumet, place the liquid in a clean saucepan and boil until reduced to 3 cups. Store, tightly covered, in the refrigerator for up to 3 days or in the freezer for up to 2 months.