Mince a shallot and combine the lemongrass, shallot, sugar, fish sauce and oil. If they’re not de-veined, cut the back side of the shrimp through the shell halfway and pull out the vein. Alternatively, you can remove the shell just around the body (keeping the tail and head in tact). I personally love grilled shrimp heads but if it’s not your thing, feel free to toss them.