In a medium saucepan combine 6 cups water, 1 tablespoon kosher salt, bay leaf, peppercorns and the juice of 1 lemon (reserve squeezed lemon halves). Bring to a gentle simmer over medium-high heat.

Add the shrimp in a single layer to the simmering liquid. Cook until shrimp are opaque and just curl, about 2–3 minutes depending on size.

Immediately transfer shrimp to a bowl of ice water to stop cooking. Once cooled (about 3 minutes), drain and pat dry. Refrigerate shrimp until ready to assemble.

Cocktail mix & sauce

Make sauce

In a medium bowl whisk together 1 cup ketchup, 2 tsp prepared horseradish, 1 tsp Worcestershire sauce, 1 tbsp fresh lime juice, 1 tsp hot sauce and 1 tsp smoked paprika until smooth.

Season with 1 tsp salt and 1/2 tsp black pepper, taste and adjust heat or acidity (add more horseradish for bite or more lime for brightness). Chill sauce in the refrigerator until serving.

Salsa (tomato, cilantro, onion)

Prepare salsa

In a bowl combine 2 cups diced tomatoes, 1/2 cup finely diced red onion, 1/4 cup chopped cilantro and 1/2 minced jalapeño if using. Add 1 tablespoon fresh lime juice, 1/2 teaspoon salt and 1/4 teaspoon black pepper. Mix gently and let sit 10–15 minutes in the refrigerator to allow flavors to meld.

Avocado & assembly

Prep avocado

Dice the ripe avocado and toss lightly with a squeeze of reserved lemon juice or 1 teaspoon lime juice to prevent browning. Season lightly with a pinch of salt.

Assemble shrimp cocktail

Portion chilled shrimp into individual serving glasses or a shallow bowl. Spoon 1–2 tablespoons of the cocktail sauce into each serving (or place sauce in a small ramekin for dipping). Top shrimp with a generous spoonful of the tomato-cilantro salsa and a few diced avocado pieces.

Garnish with cilantro leaves and serve with lemon wedges alongside. Serve immediately so avocado stays fresh.