Soft shell crabs shed their shells between May and June. The legend with Soft Shell Crabs is that has it that they are influenced by the phases of the moon. In their natural environment, blue crabs begin shedding their outgrown shells on the first full moon of May to become soft-shell crab. Try dunking them in milk, then coating in flour deep frying at 180 degrees until golden brown. Serve with ginger mayonnaise and pea shoots.