As you said, it's your vacation, so enjoy it any way you like. However, be responsible and least respect the law.
Coral and Shells: [...] Take similar precautions if queen conch, giant clam, or other shells catch your eye. You should check country laws before beachcombing or exporting the treasures you find between tides. Import restrictions may also apply (for example, queen conch shells from a number of Caribbean countries cannot be imported into the United States).