((I can relate to this. I like peanut shells – i like the way they’re salted and I like the crunch. But I dislike the peanuts inside.
Yes, it’s a little weird, but I don’t think it can hurt you so there’s no real problem. Not unless you have a fiber issue with them later on. It’s a texture thing, I think. If it bothers you that your friends are bothered though, try popcorn or ‘popped’ chips. The chips are still very firm and crunchy with the salty taste.
I hope this helps. I’m not judging you at all because, given the chance, I’d gladly eat the shells too (it just seems awful to waste all the nuts afterwards though so I don’t)