Hi Jorge,
Yes, anyone who does much trading or importing of shells will inevitably have
to deal with insects.  The commonest insects found in shells are empty fly
pupae.  These are the result of adult flys being attracted to the odor of
dead snail parts which have not been removed from the shell.  The flies enter
the shell, deposit their eggs on or near the odoriferous material, then fly
away.  The eggs hatch into larvae (maggots), which feast on the rotting
material, and grow until it is time to pupate.  Then they form hard-shelled
pupae, which eventually hatch into adult flies.  Some suppliers intentionally
use flies to clean out their shells.  They just yank out the major part of
the snail, then leave the shell outdoors so flies (actually the maggots) can
clean out the inside of the shell.  They do a very thorough job, and the
shell usually ends up odorless or nearly so.  But, if the dealer doesn't
flush out the shell afterwards, all the empty pupae are left inside,
sometimes hundreds in one shell.  This is a common occurrence in shells
imported from many countries.  One time I opened a box from the Philippines,
and found about a thousand LIVE flies.  Obviously the supplier had packed the
shells after the maggots had finished their meal, but before the pupae had
hatched out.  Fortunately, the entire contents of the carton were enclosed in
a large plastic bag, so I could deal with the swarm without having a single
one escape.  Of course, even if a person doesn't intentionally use flies to
clean shells, one or more flies may find their way into a poorly cleaned
shell, with similar results.
The tiny beetles you mentioned are dermestid beetles.  Like fly maggots,
these little guys are meat eaters.  Again, it is the larval forms that do all
the eating.  These beetles are widely used by people who prepare study
skeletons of vertebrates, but as far as I know, they are not used much for
cleaning shells.  But again, they can find their own way in.
I have also found cockroach egg cases inside freshly imported shells, though
far less frequently than flies.  Let me tell you, I am very careful about
unpacking parcels, for just such reasons as these.
One other incident, though unusual, is worth mentioning.  One day a friend
from New York phoned me and said "I just got a box of shells from Mr. X in
Africa, and you'll never guess what came crawling out of the box".  I
immediately said "ticks".  He was rather astonished that I had guessed
correctly.  However, I had previously received two different tick-infested
shipments from Mr. X.  I have no idea how the ticks got into the box, as they
would not be attracted to shells, smelly or otherwise.  However, all I would
need is some African ticks crawling around my home, carrying some exotic
African malady that the local hospitals would never be able to diagnose.
Yes, I am very careful when unpacking shell shipments.  P.S. - Mr. X is no
longer selling shells, so this is not a reference to any of our current
African dealers!
Regards,
Paul M.
Rhode Island, U.S.A.