In a large saucepan or pot, combine 8 cups water, kosher salt, sugar, bay leaves, peppercorns and the halved lemon (squeeze one half into the water, then add the rinds). Bring the mixture to a gentle boil over high heat.

Poach shrimp

Once the poaching liquid reaches a boil, reduce heat so it simmers gently. Add the shrimp in a single layer and cook until they are pink, opaque and just firm, about 2 to 3 minutes (depending on size). Do not overcook.

Shock shrimp

Immediately remove the shrimp with a slotted spoon and transfer to the prepared ice bath to stop cooking. Leave shrimp in the ice bath until fully chilled, about 3 to 5 minutes.

Drain and dry

Drain shrimp on paper towels and pat dry gently. Refrigerate briefly if needed to fully chill before serving.

Ice Bath

In a large bowl combine 4 cups ice and 4 cups cold water to make an ice bath before you begin poaching. Keep it nearby so you can immediately transfer cooked shrimp.

Cocktail Sauce

Mix sauce

In a small bowl combine ketchup, prepared horseradish, fresh lemon juice, Worcestershire sauce, hot sauce, smoked paprika, coarse salt and black pepper. Taste and adjust horseradish for heat, lemon for brightness, or hot sauce for spice. Chill until ready to serve.

Garnish & Serving

Arrange chilled shrimp around a shallow bowl of cocktail sauce on a platter or serve individually in martini-style glasses. Garnish with lemon wedges and a sprinkle of chopped parsley. If desired, rim serving glasses with a little lemon juice and dip in coarse sea salt.

Serve immediately while shrimp are cold. Leftover shrimp can be stored covered in the refrigerator up to 24 hours; keep sauce separate.