North Sea Shrimp North Sea (brown) shrimp normally have a sandy brown colour, but can change camouflage to match the surrounding environment. Living in shallow water, they are nocturnal feeders. During the day, because they are so tasty, they remain buried in the sand to escape detection by predators. The shrimp are always cooked in seawater on board the fishing vessel. Most of the brown shrimp are hand-peeled in Morocco.