Different people have different methods that work for them, but I'm an advocate of keeping things clean. I clean the ever living heck out of my substrate, and my luck is much better long-term than when I thought it was "natural" to let it get dirty as long as I did water changes. I use a regular siphon with a 1/2" hose and vacuum into a 5 gallon bucket. Just crimp the hose as needed to let substrate fall or any babies out of the gravel vac. I usually know if I sucked up any/many fry at all, and fish those back into the tank before dumping the waste water into my garden. You're bound to lose *some* shrimp fry here and there over the course of time, but they have an awful lot of babies for a reason. And I'm convinced you'll lose a higher number of them by keeping dirty substrate over the long haul. Without a doubt you can let gravel get pretty filthy in a shrimp tank if all else is well, but I do believe there is a negative cumulative effect to being lax in that way.
Nothing good happens fast in an ecosystem.