Below are some references to memoirs of British infantry officers mentioning shells in Peninsular battles:

Hale, James. (9th Regiment), Journal of James Hale, Late Sergeant in the Ninth Regiment of Foot, London, 1826, p.20: British shells at Roliça; p. 52: French shells, and a French ammunition wagon exploded by a British shell at the battle of Busaco.

Bruce, H. A., Life of General Sir Charles Napier, G.C.B., London, 1885, p. 23: French shells at the battle of Corunna.

Stepney Cowell, John (3rd Guards), Leaves From the Diary of an Officer of the Guards, London, 1854, p. 89, 93-94, 96: French shells at the battle of Fuentes de Onoro, see also p. 157: "a [French] shell fell into the solid column of the 21st Portiguese [Regiment], and burst in its centre, destroying numbers".

Green, John (68th Regiment), The Vicissitudes of a Soldier’s Life, Louth, 1827, p. 100: French shells at the battle of Salamanca.

Donaldson, Joseph (94th Regiment), Recollections of the Eventful Life of a Soldier, London and Glasgow, 1856, p. 153: French shells at the battle of Salamanca.

Blakeney, Robert (36th Regiment), A Boy in the Peninsular War, London, 1899, p. 316: French shells at the battle of Nivelle (not exactly a Peninsular battle).