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Ingredients
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Shrimp
Cocktail Sauce
Garnish & Serving
Method
Shrimp
Prepare poaching liquid
In a medium saucepan, combine 6 cups water, 1 tablespoon kosher salt, 1 teaspoon sugar, 1 bay leaf, and 6 black peppercorns. Cut the lemon in half and squeeze juice from one half into the pot, then add the squeezed lemon half as well. Bring the mixture to a gentle simmer over medium heat (do not boil vigorously).
Poach shrimp
Once the poaching liquid is simmering, add the 5 colossal Mexican white shrimp in a single layer. Poach for 2 to 3 minutes for very large shrimp, or until the flesh is opaque, firm, and the internal temperature reaches 120–125°F (49–52°C). Avoid overcooking.
Shock and chill
Prepare an ice bath (bowl with ice and cold water). Using a slotted spoon, immediately transfer the shrimp from the poaching liquid to the ice bath to stop cooking. Let cool 3 minutes, then transfer to a wire rack or paper towels to drain. Pat dry gently and refrigerate on ice until ready to serve.
Cocktail Sauce
Mix sauce
In a medium bowl, combine 1 cup ketchup, 2 tablespoons prepared horseradish (start with 1 tablespoon if you prefer milder heat), 2 teaspoons fresh lemon juice, 1 teaspoon Worcestershire sauce, 1 teaspoon hot sauce, 1 teaspoon smoked paprika, 1 teaspoon salt, and 1/2 teaspoon black pepper. Stir until smooth and taste; adjust horseradish, hot sauce, or salt to preference.
Chill sauce
Cover and refrigerate the cocktail sauce for at least 15 minutes to let flavors meld. Bring to table-cold before serving.
Garnish & Serving
Assemble bed of ice: Fill a shallow serving bowl or individual cocktail glasses with crushed ice (about 4 cups). Arrange the chilled shrimp with tails up around the edge of the bowl or perched on rims of glasses (5 shrimp total), leaving a small well in the center for the sauce.
Serve: Spoon chilled cocktail sauce into a small ramekin or the center well. Garnish with 4 lemon wedges and sprinkle 1 tablespoon chopped parsley over the shrimp. Serve immediately with extra lemon wedges for squeezing.