- 1½ lbs jumbo shrimp 16/20 count, shell-on, deveined
- 1 lemon halved
- 2 bay leaves
- 1 tablespoon salt
- Ice water for the ice bath
For the cocktail sauce:
- ½ cup ketchup
- 2 tablespoons prepared horseradish
- 1 tablespoon fresh lemon juice
- 1 teaspoon Worcestershire sauce a few dashes of hot sauce