Do crustaceans feel pain? This is hard to answer, because pain is complicated. A more tractable question is whether crustaceans have nociceptors: neurons specialized to detect tissue damage.
Algogenic chemicals bind to nociceptors and cause them to fire, often causing pain without tissue damage. For example, capsaicin is the algogenic chemical that makes peppers spicy; isothiocyanate is the chemical that makes wasabi pungent. Both can cause nociceptive responses in some invertebrates (capsaicin: Pastor et al. 1996, Wittenburg & Baumeister 1999, isothiocyanate: Al-Anzi et al. 2006).
Puri, Sakshi and Faulkes, Zen, "Common algogenic chemicals do not cause nociceptive responses in Louisiana red swamp crayfish (Procambarus clarkii)" (2010). Biology Faculty Publications and Presentations. 40.
International Symposium of Astacology. (18th : 2010 : Columbia, Mo.)