Remove the zest from half of one orange and set aside. Squeeze the juice out of the oranges: you need about 3/4 cup. Add shrimp shells, pepper, cilantro sprigs, orange zest, salt, and 4 cups water to a saucepan and bring to a boil.
Reduce heat to medium-low and simmer for 10 minutes. Strain the broth through a fine sieve, discard solids. Add shrimp to the broth and cook until tender, about 5 minutes. Arrange the shrimp on plates, add the chopped tomato.
Top up with 1/4 cup of broth. Freeze the rest of the broth for another use.