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Peel all the shrimp and put the shells, and heads if you have them, into a pot with the bay leaves, onion, celery and carrot. Cover with 7 cups of water and bring to a simmer. Simmer gently for 30 minutes while you chop everything else for the perloo.
As the stock is simmering, slowly fry the bacon in a large, heavy pot. When it is crispy, remove the bacon (eat a slice) and chop roughly. Set the bacon aside.
Saute the 2 cups chopped onion, 2 cups chopped celery and the diced yellow bell pepper in the bacon fat until soft but not browned. Add the garlic and rice and cook, stirring often for 3 minutes, until the rice turns translucent.
Add the white wine, tomatoes and chile pepper to the pot and stir well.
Set up a fine-meshed strainer with a paper towel in it. Ladle two or three ladles of the shrimp stock through this strainer into the rice pot. Stir well. Cook, stirring often, until the liquid is absorbed. Repeat this process until the rice is tender.
Add one more ladle of shrimp stock to the pot, along with the shrimp and the parsley. Mix to combine, cover the pot and turn the heat to its lowest setting. Cover for 5 minutes to let the shrimp cook, then mix in the bacon and black pepper and serve.