Rinse and peel the shrimp; set aside. Rinse the shrimp shells, then put them in a saucepan along with the bay leaf, celery leaves, peppercorns, salt, saffron, and water. Bring to a boil, then simmer for 20 minutes. Strain and reserve the stock. In a heavy large saucepan or skillet, melt 3 tablespoons of the butter; add the onion and garlic. Cook for about 5 minutes or until softened but not colored. Add the rice and stir to coat all the grains with butter. Add 1/3 of the reserved stock and bring to a boil, then simmer, uncovered, until the stock is absorbed. Stirring, gradually add more stock and the wine until it has all been absorbed and the rice is cooked; this will take about 20 minutes. In a separate pan, melt the remaining butter, add the shrimp, zucchini, and mushrooms; cook for 3 or 4 minutes. Fold the mixture into the rice along with the rice and half of the cheese. Taste and add salt, if needed. Serve piping hot, sprinkled with the remaining cheese. Makes 4 servings. Nutrient Values per Serving: 719 Calories, 22 g Fat, 12 g Saturated Fat, 34 g Protein, 83 g Carbohydrate, 224 mg Cholesterol, 511 mg Sodium. [THE WASHINGTON POST; November 28, 1990; Mary Cadogan] Posted by Fred Peters.