Prepare the shrimp: remove the shells and the intestinal tract, rinse them well under cold water, pat them dry, spread them out on a baking tray lined with parchment paper, season with oil, salt, pepper, and grated lemon zest. Cook them in the preheated Fresco® at 85°C using the low-temperature cooking function for 15 minutes. Once cooked, set 4 aside (keeping them whole) and roughly chop the rest with a knife.
Finely chop the shallot and gently sauté it in a pot with a drizzle of oil. Add the shrimp trimmings, 1 peeled onion cut in half, 1 peeled carrot cut into pieces, 1 dried chili pepper, and a teaspoon of salt. Quickly toast everything and cover with 1.5 liters of water. Let it cook for 50 minutes, then strain the broth.
Toast the rice in a large pot, deglaze with the Champagne, and let the alcohol evaporate, stirring often. Continue cooking the risotto by adding the warm broth. Near the end, add the chopped shrimp and finish by stirring in grated Parmesan and extra-virgin olive oil. Serve the risotto with grated orange zest and garnish with the whole shrimp.