Suck the head, pinch the tail.
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A few quibbles, but pretty true for the most part...
Link to video -
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I learned how to eat those things while on my first business trip to Helsinki in 1986. The Baltic crayfish were running at the time so the markets and shelves were loaded with them. We were hosted by Nokia to a sauna evening which post sweat lodge included copious amounts of crayfish and beer. If I recall correctly the technique they showed us to eat them was pretty similar to what the video shows.
