Gather all the ingredients. You can start prepping on the 30th or 31st for Osechi (New Year's feast).
With shell/head-on, devein the shrimp (please follow step 2 in this tutorial) and quickly rinse under cold running water. Cut off the pointy tip of the head and antennas with a pair of kitchen shears (or knife). Cut off the tail at an angle for better presentation (optional).
In a medium saucepan, combine sake and mirin. Turn on the heat and bring to boil over medium heat and let the alcohol evaporate.
Add dashi and soy sauce and bring to boil.
Once boiling, lower the heat to simmer and place the shrimp in the sauce, bending and holding its back with chopsticks or a pair of tongs to create a shape of Hiragana “つ”. Add all the shrimp to cook at the same time so the cooking time will be similar.
Simmer for 4-5 minutes, skimming while cooking on low heat.
Once it’s cooked, immediately transfer the shrimp to a container, saving the cooking liquid.
Strain the cooking liquid, preferably over coffee filter or super fine mesh strainer, to remove the unwanted protein and fat (the final shrimp will look cleaner and prettier). Discard the filter and let the cooking liquid cool.
Once the cooking liquid is cool, pour over the shrimp. Do not pour the hot cooking liquid on to the shrimp, this will overcook the shrimp. Cover and soak for 4 hours or overnight.
Serve it at cold or room temperature for Osechi Ryori.
You can keep the leftovers in an airtight container and store it in the refrigerator for 3-4 days.