Strange I can sure see them in my spot prawns when I don't get them out. Its a black grainy vein from the shoulders to the tail no it won't hurt you but doesn't look pleasent so I try to get them out. I don't do overnight soaks so quite often my prawns have mouthfuls of bait when I pull em and as such their digestive tract (the vein) is also working.
How can you not notice it?
