I have just come cross your question, while looking for other things. I hope the following helps. Sea shells are fairly hard, or at least the shiny parts are, almost as hard as opal. So you are really looking at a lapidary problem. You really need a diamond saw blade. They are available for scroll saws in various grits. Rio Grande has them in their current tool catalogue on page 76.
I would think you would need a water saw for such a delicate thing, and use a very fine blade. I hope this will help.