Peel the shrimp. In a heatproof dish, combine the shrimp with the allspice, nutmeg, cayenne, salt and pepper. Pour over three-quarters of the clarified butter, cover the dish and bake at 300°F/150°C for one hour.
Let cool slightly, then coarsely chop medium-sized shrimp in a food processor. Leave tiny shrimp whole. Taste for seasoning. Pack the shrimp into a sterilized crock, smooth the top and pour over the remaining butter to seal them. The shrimp will keep for two weeks in the refrigerator.