Remove the horn from the shrimp heads using a sharp knife or kitchen shears. Place the heads in a medium bowl and set aside.
Coat the Shrimp
Place the potato and corn starch mixture into a small bowl. Gently stir to incorporate them.
Pour the starch mixture over the shrimp heads and toss gently to coat them completely.
Fry The Shrimp
Heat your canola oil in a deep fryer or heavy-bottomed pot to around 375°F. The key is to fry in small batches to avoid cooling the oil too much, which leads to soggy shells.
Once the oil has preheated, carefully lower the coated heads into it. Fry for about 2–3 minutes, or until they turn golden and crispy. Remove with a slotted spoon and drain on paper towels.