Yes, they'll eat some of your shrimp - but so will just about any other fish! Kuhli's aren't nearly as bad as yoyos or some other loaches, but you will probably lose a few.
I did a couple of searches, and a lot of people have said that their kuhli's didn't touch their shrimp. You could probably start with just a couple if you have lots of ground cover and hiding spots for them, and see what happens.