Salt baking requires a lot of salt. I want to use ice cream rock salt for salt baking because it normally comes in bulk size. But I've been told that the rock salt used for ice cream is not fit for consumption. However, is it safe to use it to salt bake other foods? I.e. Shrimp. The salt isn't being consumed on the shrimp, so I'm curious whether this is safe or not.
Reading through the transcript on that episode of Good Eats it seems that he intended for the recipe to be done with the ice cream type rock salt:
I also like plain old rock salt. Not only is it good for de-snowing, de-icing your, your front stoop, it's good for, of course, making ice cream, and believe it or not, for baking stuff.
That being said, I would personally feel fine using the rock salt since it doesn't come in direct contact with the edible portion of the shrimp. But if I were buying bulk salt specifically to salt bake I'd err on the side of caution and purchase pretzel salt which has very coarse grains and is safe for consumption.
There are some kinds of rock salt that are meant for consumption ("food-grade"), and recipes like that salt-baked shrimp intend you to use that sort. While you're not directly eating the salt, it does come into contact with the shrimp, and there's water there to spread things around, so really, you are eating a bit of it. Even if there's not a safety issue (some things could conceivably be toxic) it might well taste bad, and some of the flavor does get into your food. You wouldn't be able to count on this being reliably the same from box to box, either; if it's not food grade, there could be plenty of variety in what the extra minerals are. Sometimes it might be fine, and sometimes it might taste awful.
It can be hard to find food-grade rock salt, though, so if that's an issue, you might consider switching to other salt-crusted recipes that use kosher salt. Especially with shrimp, this should be manageable, because it'll be on the outside of the shells, so though the salt will dissolve more easily, once you peel them it shouldn't be horribly salty.
My food-grade bulk inexpensive salt is water softener salt - the granular stuff that's similar to rock salt, in shape and size, but clean - not the "pelleted" stuff. This would match @Cascabel's description in a comment above. You do need to buy 40 lbs at a time but it keeps well if you keep it sealed and dry, you can share with friends, etc
Oddly enough, it's often cheaper than rock salt (and melts ice just fine if you need that.) It can be ground down for additive free pickling salt, too. Since I have it, and it's often cheaper, it's also what I use for ice cream salt when using that ice cream maker.
To the question: I would not personally "salt bake" anything in common rock salt. Most of what's not salt in that is literal dirt, from what I have seen when I used to use it, and I'm not fond of having to get dirt off my food after cooking. Then again, what got me looking for info on salt baking was my inherent doubt that it did anything to speak of (other than looking showy and making it more complicated) for roasting vegetables, and I found an article that claims Harold McGee concurs for that case.