Dice the yellow bell peppers and shallots. Sauté together with the saffron threads in rapeseed oil for approx. 3 – 4 min.
Deglaze frying pan with vegetable broth and heavy cream, then bring to a boil and simmer for approx. 10 min. on low heat.
Purée the bell pepper soup with an immersion blender. Pour through a fine sieve to remove the bell pepper skin.
Place bay shrimps in a small pot and cover with a small amount of the soup. Warm through on lowest heat.
Wash the red bell pepper, remove the skin with a vegetable peeler, and slice into very fine strips. Sauté the strips in butter and keep warm.
Bring the yellow bell pepper soup to a boil again. Remove from heat, then purée again it begins to foam. Distribute between preheated plates. Spoon the bay shrimps in the center of each plate, then garnish with the red pepper strips. Enjoy!