Advances in quantum technology require scalable techniques to efficiently extract information from a quantum system, such as expectation values of observables or its entropy. Traditional tomography is limited to a handful of qubits and shadow tomography has been suggested as a scalable replacement for larger systems. Shadow tomography is conventionally analysed based on outcomes of ideal projective measurements on the system upon application of randomised unitaries. Here, we suggest that shadow tomography can be much more straightforwardly formulated for generalised measurements, or positive operator valued measures. Based on the idea of the least-square estimator, shadow tomography with generalised measurements is both more general and simpler than the traditional formulation with randomisation of unitaries. In particular, this formulation allows us to analyse theoretical aspects of shadow tomography in detail. For example, we provide a detailed study of the implication of symmetries in shadow tomography. Shadow tomography with generalised measurements is also indispensable in realistic implementation of quantum mechanical measurements, when noise is unavoidable. Moreover, we also demonstrate how the optimisation of measurements for shadow tomography tailored toward a particular set of observables can be carried out.