How to Make It
Peel and devein the shrimp, reserving the shells. Set the shrimp aside and heat one tablespoon of the olive oil in a large saucepan over moderately high heat. Add the shrimp shells and sauté, stirring frequently, until the shells turn orange, about four minutes. Add the wine and cook until reduced by half, about five minutes. Add the vegetable broth and bay leaves, bring to a boil and reduce heat to low and simmer for 30 minutes. Strain the stock through a fine mesh sieve and return to the saucepan.
Heat the remaining tablespoon of the olive oil in a large sauté pan over moderately high heat. Season the peeled and deveined shrimp with one tablespoon of the Cajun spice blend, then add it to the pan, sautéing for two minutes. Flip the shrimp and sauté for one more minute. Remove shrimp from the pan, cut each into four pieces, and set aside.
In a large pot, melt the butter over moderate heat. Once the butter is just beginning to brown, add the leeks and sauté for 5 minutes. Add the remaining Cajun spice blend, cinnamon and nutmeg and cook for 3 minutes. Add the pumpkin puree and shrimp stock and broth mixture, stir to incorporate, season with salt, and bring to a boil. Reduce the heat to low and simmer for 20 minutes. Stir in the cream and let cool for 10 minutes.
Transfer the soup to a blender (or use an immersion blender in the pot) and puree until smooth. If needed, add additional water or broth to reach desired consistency. Return mixture to saucepan. Divide the shrimp pieces between six bowls and pour hot soup over the top.