First, you will need to become evil, which you can find in this guide:
Next, you need to break each shrines, here's a written walkthrough though.
1. After becoming evil, you will need to beat at least the first four bosses.
2. Travel to the castle of the fifth boss, getting the last shrine save point.
3. Save here, and then teleport to each shrine, saving at them. You'll need to save at all 11 on the world map.
*Note, the one shrine in the bottom right you may not have gotten yet. I believe this one requires the familiar perk to open a pathway to it. Otherwise you'll likely have the others.*
*Second note, you do not need to do the ones inside the castles - they won't count.*