I recently purchased an experimental item at my local Asian food mart -
they are "dried shrimp." They're basically baby shrimp which are dried
but NOT freeze-dried like cat treat shrimp usually are. They need to be
stored in the fridge once opened (they come vacuum packed in the fridge
section of the market). They are used in Asian cooking as a way to add
fishy flavor to broths. You would normally put them in the liquid and
later strain them out (or not. Some people eat them.) They're little
and chewy and don't make any mess, and they smell nice and shrimpy! A
package was $2 I think, and it will last forever. I recently offered
the cat one of the old freeze-dried shrimp treats, and she snubbed her
nose up at me. Can't go back now!

Check your local Asian food mart for this one.

-Jen