Dice the pumpkin. In a pot, heat some olive oil and add the pumpkin. Sauté the pumpkin, then zest half an orange and set the zest aside. Once the pumpkin is sautéed, add salt, the orange zest, and the juice from the oranges. Add enough water to just cover the pumpkin if needed.

In a skillet, heat a little olive oil and add the shrimp heads. Cook to release their juices, then strain the oil and set it aside. Discard the heads. In the same skillet, add a bit more olive oil and cook the peeled and seasoned shrimp bodies.