When people hear the word "spice", they tend to think only of plant-based seasonings. But there are dried seasonings that are derived from animals. Shrimp roe is one of them.
The shrimp roe (ha ji in Cantonese) used in Chinese cuisine is dried. If you've ever seen a shrimp with a cluster of eggs, you'll know how small the roe is when fresh; as the roe dries, the eggs become even smaller and its seafood flavour intensifies. It becomes even stronger if you lightly toast the ha ji by stirring it in an unoiled pan, or heat it in oil or lard. Because the eggs are so small, they cook very quickly, so take care not to burn them.
I like to season my home-made XO sauce with, among other things, dried shrimp roe. Most commonly, though, you'll see the roe used in dried noodles (usually labelled "shrimp-flavoured noodles"), which come in compact little bundles. These noodles have a lot of flavour on their own, and my favourite way to eat them is with a scoop of XO sauce.
Even better, use them in a double-dose version of ha ji mien. Cook the noodles until tender, then drain. In a small pan, heat a spoonful of lard until it's very hot, then add a generous amount of dried shrimp roe. Mix briefly, then pour over the shrimp-flavoured noodles. Drizzle with a little soy sauce, then mix well. Serve immediately.