You can certainly leave the entire shells on — it just makes for messy eating, but if your guests are okay with that, go for it. (flavourandsavour.com)
They tasted lovely, but I wanted something that could be transported without a health warning — you will get very messy eating these. (itcomesnaturallyblog.wordpress.com)
The one problem with this is that if it doesn't have a crust, then your fingers can get a bit messy eating one with your hands. (californiaavocado.com)