I am not sure if people say "peanut shell" and "peanut skin" in everyday English?
People in some countries get raw peanut seeds and fry them until they are crunchy as shown in the below picture.
And when they eat, they remove peanut skin by rubbing the peanut with their fingers to make its skin fall off and eat the seeds inside (they don't eat the skin) as shown in the below picture
How to express to remove peanuts' skin with your fingers in English?
Maybe, "to rub the skin off the peanuts before eating"?
Also, while doing that the peanut may fly far away because the peanut is slippery and may slip out of the fingers.
Do we have a common term to express that action, for example, "the peanut slipped far away as I rubbed its skin off"?