New Orleans-Style Jambalaya

Peel and devein shrimp; reserve shells. Refrigerate shrimp until ready to use. Place shells in a medium saucepan; cook over medium-high, stirring often, until shells blister slightly, about 3 minutes. Stir in water; bring to a boil over medium-high. Reduce heat to medium-low; simmer, undisturbed, 15 minutes. Remove from heat. Pour through a fine mesh strainer into a medium-size heatproof bowl or measuring jug; discard shells. You should have 3 cups reserved stock total; if needed, add water to stock to measure exactly 3 cups. Set aside.

Cook andouille sausage, smoked sausage, and bacon in a large Dutch oven over medium-high, stirring occasionally, until fat has rendered, about 12 minutes. Add onion; cook, stirring often, until softened and golden, about 10 minutes. Stir in bell pepper, celery, and garlic; cook, stirring often, until bell pepper and celery start to soften, about 5 minutes. Stir in rice, paprika, salt, thyme, black pepper, cayenne, and bay leaf; cook, stirring often, until fragrant, about 2 minutes.

Stir tomatoes and reserved 3 cups shrimp stock into rice mixture. Bring to a boil over medium-high. Reduce heat to medium-low; cover and simmer gently until rice is cooked through, about 20 minutes, stirring once after about 10 minutes. Uncover and stir in reserved shrimp. Remove from heat. Cover and let stand until shrimp are cooked through, about 10 minutes. Remove and discard bay leaf. Sprinkle with scallions.