Well, I have, and trying to remember tidbits of info... They are quite rich so they will be good for the finished product. But . You will really want to bury them deep and make sure there is lots of other material around them as they can attract all manner of critters -- also, at a certain stage of their decomposition they can get extremely stinky!
I read an article once about a municipal composting operation in Florida somewhere, one of those big operations where they have the material in huge windrows and shove it around with earth-moving equipment. The fellow writing the article was being given a tour by the compost boss, and the boss guy made a point of unearthing a piece of decomposing shrimp shell to give the writer a "taste" of the odor! Apparently it was a rather mind altering experience! ;-) But, buried and well mixed in, no problemo.
Editing to say, threegardeners, great, you clearly have more experience than I, I just did it the once, and read about it. We cross posted.
I googled for shrimp shell nutrient analysis and got links to human consumption--eew. 5% dried shrimp heads used in potato cakes. MM, beware of "filler" Anyway, shrimp shells are high in protein, which mean N for your compost. Shrimp should have some sea minerals, but not sure about crayfish.