There has been much recent interest in studying anisotropies in the astrophysical gravitational-wave (GW) background, as these could provide us with interesting new information about galaxy clustering and large-scale structure. However, this information is obscured by shot noise, caused by the finite number of GW sources that contribute to the background at any given time. We develop a new method for estimating the angular spectrum of anisotropies, based on the principle of combining statistically-independent data segments. We show that this gives an unbiased estimate of the true, astrophysical spectrum, removing the offset due to shot noise power, and that in the limit of many data segments, it is the most efficient (i.e. lowest-variance) estimator possible.