Wash and peel the shrimps, season with salt and pepper, cut into 1/2 inch pieces.
Bring 5 liters (or 5 quarts ) of water to a boil. Place the vermicelli in a strainer and quickly scald the vermicelli in the boiling water, remove and set aside. Then add the shrimp shells and boil for about 15 minutes.
Strain the broth and reserve.
Stir the onion, bay leaves and “balichão” in olive oil and add shrimps, broth and finally the vermicelli in a gradual way, in order to maintain consistency of soup. Simmer for about half an hour, adjust the seasoning. Remove the bay leaves and sprinkle the chopped spring onions before serving.
* Recipe from Macau Government Tourist Office I converted the metric measurements to U.S. following their recipe exactly. I think that you can cut the amount of olive oil down to 2-3 tablespoons.