I @rebecavalbuenadesign , welcome to the PBC!
At the moment, there isn't an option to claim/connect your Etsy shop on your Pinterest account anymore.
However, it's still a great idea to create content linking to your Etsy products. When creating Idea Pins using the app, you should also be able to tag your products. This way people can view your Idea Pins and easily find them on your Etsy shop.
I hope this helps.