The way I harvest mine...first I turn off the or remove the airline hose and let it settle-you can shine a flashlight on an area so that the shrimp will all collect in that area too
Once the water has settled and shrimp gathered in one area-I use my homemade siphon to siphon the BBS though a brine shrimp net that I have sitting over a bucket to catch the water
Once I have the BBS-I pour the water back into my container-then I rinse the BBS in the brine shrimp net really good under running water.
While still in the brine shrimp net I place them in a clean cup of dechlorinated water close to the temp of the fry tank and use an eye dropper to target feed the fry-usually any shells will float so I harvest from the bottom of the net.
The older the BBS the more shells you will have since they go through several molts-I only feed newly hatched BBS to fry under 2-3 weeks for nutrition reason (HUFA) as well as shell reasons-once the BBS absorb their yolk sac they have very little nutrition (HUFA) and will have more shells since they went through a molt.
I just let mine settle. I use a soda bottle upside down so the shrimp go down to the bottom (where the cap is) and the shells float. I then take a turkey baster and suck them out of the bottom and squirt them in a cup and feed with a medicine dropper.
Some fry will eat the shell but TBH I never have issues with SBD because of it. I tried to be careful and only feed the shrimp and then it was just too much work so I just started feeding with a medicine dropper.
That is what I have found too....some eat a few shells-but most don't, however, the ones that do eat a lot of the shells or unhatched eggs...IME have had buoyancy issues-but it was short term-it seems to take them longer to pass them-I haven't had any deaths that I am aware of-but I also have a lot of fry in very heavy planted tanks with dirt, shrimp and snails that may take care of dead bodies before I know about it.
IMO-its best to limit shells and unhatched eggs the best you can-but a few shouldn't cause too many issue-sometimes it better safe than sorry.....IMO/E it is also important to rinse BBS well before feeding-to limit salt and bacteria in the fry tank and/or make your water changes within a reasonable time after feeding.